Following his tenure with Juventus, Rossi moved on to a then struggling Milan for a season in 1985. During his time with Milan, he was remembered for his two-goal performance against Internazionale in a Milan derby match. Rossi was also selected in Italy's squad for the 1986 FIFA World Cup in Mexico, but did not play in the competition; an injury caused him to struggle during the team's fitness tests, owing to the high altitude of the region. As a result, he was replaced by Giuseppe Galderisi up-front in the team's starting line-up. He made his final appearance for Italy on 11 May 1986, in a 2–0 friendly home win over China in Naples. He ended his club career at Hellas Verona during the 1986–87 season, helping them to a fourth-place finish in Serie A, before retiring at the end of the season. He was involved in real estate, together with his former teammate Giancarlo Salvi.