The former Word Player of the Year spent five productive years at the San Siro between 1995 and 2000, helping the Rossoneri to two Serie A titles.
He has, however, admitted to being a fan of Milan’s fierce domestic rivals, with Juve icon Michel Platini a hero of his growing up.
"In Liberia I used to play in a Juventus shirt. It was because of Michel Platini, who made me fall in love with those colours.
"When I then met him I couldn't stop smiling."
He added: "I have Juve in my blood. I really wanted to play for them but I never managed to do it.
"If I could have chosen, I would have chosen Juve and not PSG after my time at Monaco."
Juventus hold a 2-0 lead over Monaco heading into their return date on Tuesday, with the Italian champions now strong favourites to book a place in a final showdown at Cardiff’s Millennium Stadium on June 3.