The 23-year-old could not understand the ex-Lazio star's decision, insisting Mihajlovic simply must not have liked him.
"[Mihajlovic] played me against Empoli at home - I was dead, I wasn't fit," Suso told Gazzetta dello Sport.
"My legs were not working, I felt rusty. After an hour, he took me off and I didn't play anymore from that moment. I trained well, maybe better than I am now, but I didn't play and I didn't understand why.
"There wasn't any argument. He obviously didn't like me, that's it. We recently played Torino in the league and Coppa Italia in the space of a few days, and I said hello to all his staff who were here at Milan, but I didn't see."
However, now back in the Milan team, Suso reserved words of praise for current coach Vincenzo Montella.
"I will confess one thing: I have never had a long conversation with [Montella]," he added. "He has never said to me, 'I want this and that from you.'
"He explained his idea of play to the team - to keep the ball and attack with courage. He wants attacks to start with the goalkeeper.
"Then, he put us onto the pitch and watched us train. We always work with the ball and Montella does not miss anything.
"I like him because his style of play is [the same as] mine. He doesn't want long balls, he wants us to manoeuvre the ball - and he isn't scared to play young players."