Milan finished in seventh place in Serie A, failing to qualify for European competition for a third season in a row.

On 12 August, Milan won the 2015 TIM trophy after again defeating Inter and Sassuolo (the later after penalties) after two matches of 45 minutes each.

After the start of the season, Milan played other friendlies, mainly during October and November, including the Berlusconi Trophy and the Trofeo ‘San Nicola.

Further in December, Milan also ruled out Sampdoria in an emotions limited match, thanks to Niang and Carlos Bacca goals, earning the right to face Carpi in the quarter-finals.

Bacca gave Milan the lead after 14 minutes of play with a fine rabona, then Niang found himself on the scoresheet just before the half-hour mark.

In the second leg, played at San Siro, Milan easily outplayed Alessandria and won the semi-finals 6–0 on aggregate.

The Rossoneri were defeated by Álvaro Morata's goal during the second period of extra time, despite being arguably the better opponent in the final, controlling the ball possession and the pace of the match and creating more scoring chances.