The youngster believes the Partenopei are more than capable of emerging victorious from their crunch clash
The San Paolo side currently sit atop of the Serie A standings with a 100% record on the back of their 2-0 win over Atlanta in their last league outing and the Italy international stressed his desire to continue their winning run.
"You go (to San Siro) to win," the 22-year-old told Corsport.
"However, we now expect that we will face AC Milan with the right determination because we want to win there too."
Insigne then went on to express his delight at scoring a "beautiful" Champions League goal against Borussia Dortmund, his first for the club, and hope that his on-field exploits will eventually earn him a national team call-up.
"The first goal in the Champions League gave me an emotion that was both beautiful and memorable, because it helped us win at San Paolo and we beat a great team."
"I hope to get to the national team thanks to my work in Naples."