In January 2001, Kaladze became the most expensive Georgian footballer in history when Milan paid €16 million to bring him to Italy. His decision to join one of the European top teams coincided with witnessing his teammate's near career-ending injury due to poor quality of football pitches in Ukraine at the time. Upon his arrival, Kaladze became a regular starter almost immediately, and played mostly as a left-sided defensive midfielder in 4–4–2 or 4–2–1–3 formations, particularly under caretaker coach Cesare Maldini. In the 2002–03 season, however, he returned to his original role of a defender (left-sided full back and center back), and made 46 appearances in all competitions, including 27 Serie A appearances. That year, Milan won the Champions League, where they beat Juventus on penalties in the final (despite Kaladze missing his penalty) and the Coppa Italia, where they beat Roma 6–3 on aggregate in the final. After Kaladze's double success, the Georgian postal service issued a special stamp bearing the player's image. He is the first Georgian player to win a Champions League title.