In 1996, he signed with Italian club Inter Milan. In his first season, he scored 17 goals in 49 appearances across all competitions, scoring 14 goals in 33 Serie A appearances; with his excellent performances, he helped the club to a third–place finish in Serie A, and also reached the UEFA Cup Final, in which Inter were defeated by Schalke on penalties following a 1–1 draw on aggregate, although Djorkaeff was able to net his spot kick. During the course of the season, he also scored a memorable goal from a bicycle kick in a 3–1 home win against Roma in the league, on 5 January 1997, which is considered to be one of the greatest goals scored in the club's history. His following season was less successful individually, as he struggled to play well alongside the club's new signing Ronaldo, although collectively Inter finished the season in second place in Serie A and won the UEFA Cup, defeating Lazio 3–0 in the final at the Parc des Princes. In his third and final season with the team, following the signing of Roberto Baggio, he also struggled to find space in the team, and suffered a further loss of form; moreover, the club eventually finished the season in eighth place, outside of all possible European qualifying spots.