Vincenzo Montella's men went down 4-1 with barely a whimper at the Stadio Olimpico against Lazio and after a promising start to the campaign, the Rossoneri were brought back down to earth with a bump.
The Europa League may not be Milan's priority this season although it does offer a route into the Champions League for the winners and after some eye-watering summer expenditure, returning to the continent's premier club competition is the minimum requirement for the seven time European champions.
Before their weekend visit to Rome, Milan had racked up six successive wins in Serie A and Europa League qualifying and they will be hoping to return to that form against opposition how should pose much less of challenge than Lazio.
Austria Vienna are likely to be considerably inferior regardless of the starting eleven than Montella choses to field on Thursday evening, and bet365 make the visitors understandable favourites at 9/20 (1.45); the Austrians, meanwhile, who failed to win a home game in last season's tournament, can be backed at 11/2 (6.50) and the draw is offered at 9/2 (4.50).
The visitors should have enough to get the job done even if they rest players for the weekend game with Udinese, so it might not be a spectacular performance and there should be plenty of interest in the price of 23/20 (2.15) for under 2.5 goals, which paid out in both of Milan's away games in qualifying.
Even if the game is not a particularly high scoring one a win for Milan is expected, and the price of 6/5 (2.20) for the visitors to be winning at half-time and full-time looks tempting.
Last season, Roma visited Vienna and comfortably won 4-2 with this bet paying out easily, and the Austrian side's poor record in this competition, coupled with Milan's need to get back on track, means there is plenty of sense in backing Montella's men at half-time and full-time.