Milan put an end to a two-game losing streak, as they came on top at a high-scoring battle with Zalgiris Kaunas (98-92).
Zalgiris returned from a nine-point deficit at the start of the fourth quarter and got close to make to an impressive comeback.
However, Sergio Rodriguez and Malcolm Delaney made several huge plays in the last 2:42 of regulation and help the Italian side remain in front.
Kevin Punter had a game-high 22 points, while Zach LeDay added 20 more to help Milan improve to a 4-3 record.
Young forward Rokas Jakubaitis scored a team-high 15 points for Zalgiris, who could not get back on track dropping their fourth consecutive game in the competition (5-5).