On 17 July 2005, Gilardino made a €25 million transfer to Milan, acquiring the number 11 shirt. He scored his first goal for the "Rossoneri" in a match against Sampdoria. He would finish the 2005–06 season with 17 goals in 34 Serie A appearances and two goals in three appearances in the Coppa Italia, but he failed to find his offensive form in Milan's 2005–06 UEFA Champions League campaign, going goal-less in all 12 matches.