First-half goals from Robinho and Nigel de Jong led Milan to a 2-1 International Champions Cup win against Valencia at the Estadio Mestalla.
After missing a penalty, Robinho scored from 18 yards before De Jong went one better and curled in a 25-yard screamer.
Valencia pulled a goal back early in the second half, as Daniel Parejo netted from close range, but despite their persistence, the Spanish side could not find a second goal in the opening match of the pre-season tournament that features seven European sides and is played over two countries.
Valencia manager Miroslav Djukic's squad did not include captain Roberto Soldado, with the striker strongly linked with a switch to the Premier League recently.
Instead, Djukic opted for 19-year-old Francisco Alcacer up front, while Milan included new signing Andrea Poli and star duo Kevin-Prince Boateng and Robinho in their starting line-up.
Valencia started brightest, with Ever Banega and Sofiane Feghouli going close in the early stages, as French left-back Jeremy Mathieu impressed going forward.
Almost against the run of play, Milan won a penalty, with Valencia goalkeeper Vicente Guaita foolishly bringing down Poli near the byline in the 21st minute.
Robinho – who missed a penalty in a mid-week friendly against Juventus – again failed to convert from 12 yards, as Guaita pulled off a one-handed save, with Valencia's defenders reacting quickly to clear the danger emanating from the rebound.
Robinho made amends less than one minute later though, as he took a touch after receiving a neat ball from Poli and drilled a low shot from the edge of the penalty area across Guaita and into the left corner.
It was a terrific finish but drama was to follow Robinho, who pulled up with a suspected groin problem shortly after, and a melee followed as Valencia refused to kick the ball out and nearly scored through Alcacer.
Antonio Nocerino and Boateng were shown yellow cards for their involvement in the fracas.
The frenetic nature of the match continued as an Adil Rami header was disallowed for offside, while Feghouli wasted a terrific chance moments later for the hosts.
Boateng also had a goal disallowed following a foul at a Milan corner before De Jong scored a stunning second for the Serie A side.
The Ghanaian fed the ball to the former Manchester City midfielder, and from 25 yards he curled a superb effort into the top-right corner, giving Guaita no chance.
De Jong hit a free-kick just wide on the verge of half-time, with the break allowing both sides and the fans to catch their breath.
Diego Alves replaced Guaita in goal for Valencia, while Gabriel came on in place of Christian Abbiati and Sulley Muntari was introduced for Milan.
Rami hit a left-foot effort that went just wide early in the second half, while Kevin Constant did the same at the other end.
Valencia did get their goal though, as an excellent Jonas chip found Alcacer in the penalty area, and the youngster had the presence of mind to square for Parejo, who simply side-footed past Gabriel.
It was a deserved goal and Alcacer went close himself just after, while Banega had a good free-kick fizz just wide.
Valencia continued to press, as Faghouli turned an effort just wide, while Alcacer and Michel both had attempts on goal.
The hosts were desperately unlucky when Federico Cartabia thrashed a 30-yard effort against the underside of the bar, while he fired over shortly after.
Oriol Romeu then clipped the crossbar with a cross and Cristian Zaccardo cleared Alcacer's effort off the line, but it was not to be as Milan grimly held on for victory.
Milan will now play the winner of Chelsea or Inter in New York on August 4.
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