Just before the 2002–03 Serie A campaign, financial woes forced Lazio to sell many of their best players, including Nesta, who transferred to Milan for €30,987,000 (60 billion lire). During this time, he would form a formidable defensive line alongside Paolo Maldini, Cafu, Alessandro Costacurta and Jaap Stam, among others. Nesta's first two seasons with the "Rossoneri" were very successful. During the 2002–03 season, he won the Champions League for the first time in his career as Milan defeated rivals Juventus at Old Trafford in the first all-Italian Champions League final in history. Nesta helped Milan keep a clean sheet during the match, which went to a penalty shootout following a 0–0 deadlock after extra time. Nesta was able to score his penalty kick as Milan won the shootout 3–2. Nesta also won the Coppa Italia over Roma during his first season at the club, while Milan finished third in Serie A that season. Nesta was once again awarded the Serie A Defender of the Year award for his performances, and was elected to be part of the UEFA Team of the Year.