At the end of the 1957–58 season, he was sold to Genoa, and then, in 1959, he returned to Milan, but to join Inter's cross-city rivals A.C. Milan, as a replacement for his perceived career rival Lorenzo Buffon, who had instead joined Genoa that season, and who subsequently moved to Ghezzi's former club Inter the following season. With Milan, Ghezzi won another Serie A title in 1962 and the 1962–63 European Champions Cup in 1963; in the 1963 European Cup Final, he was one of the club's star performers as Milan defeated Eusébio's Benfica 2–1 at Wembley, becoming the first Italian goalkeeper to win the European Cup. Ghezzi retired with Milan in 1965.