The centre-back, 21, netted for the first time in 28 appearances following his summer move from Roma during the 5-0 win in the Coppa Italia semi-final second leg at San Siro on Tuesday.
That sealed a 6-0 aggregate victory over Milan's third-tier opponents and put them into the Coppa Italia final for the first time in 13 years, where they will face Juventus or Inter in May.
Romagnoli also believed he had scored a second goal later in the game, but that has since gone down as a Roberto Sabato own goal.
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"I am a reserved person and while I may not have celebrated my goals too much, it was fantastic to open my account for this club," he told Milan's official website.
"My main priority is preventing goals, but if I get the chance, I will always try and take it. The most important thing was to win and progress to the final - we are very happy."
Romagnoli hopes the Coppa triumph can boost the club's hopes of continuing an impressive run of form that has seen them avoid defeat in 12 consecutive matches in all competitions.
"Now we have to focus right away on our next match with Sassuolo," he said. "We have to go there, win and keep on this track.
"We are a very close squad, and that has always been the case, but now more than ever. This is a factor that is helping us to win."