ミラノダービー
On 5 June 2014, Alex signed for Milan on free transfer when his contract with PSG expired. He made his competitive debut on 31 August in their first match of the new Serie A season, a 3–1 home win over Lazio in which he deflected Antonio Candreva's shot into his own net. Alex scored his first Milan goal in a 3–2 loss to Sassuolo on 17 May 2015. On 31 January 2016, Alex scored a diving header in the Derby della Madonnina.