On 15 May 2018, it was announced that Reina would move to Serie A rivals A.C. Milan on a Bosman transfer. The deal was officialized on 2 July 2018 and he signed a three-year contract with the "Rossoneri". He made his debut for the club in the Europa League on 20 September, in a 1–0 away win over F91 Dudelange. Although he served as back-up to Gianluigi Donnarumma in Serie A during his first season with the club, he was the club's starting goalkeeper in the Europa League during his first season with the team, making six appearances, as Milan suffered a first–round elimination. He made his league debut with the team on 2 April 2019, coming on as a substitute for Donnarumma in a 1–1 home draw against Udinese, following the latter's injury in the opening ten minutes of play.