In June 2014, Italian club A.C. Milan confirmed that the club had signed Ménez on a three-year contract. On 31 August 2014, Ménez scored a penalty on his debut for Milan against Lazio. He went on to score two goals against Parma helping Milan win the game. His first goal in this game was from a penalty, and the second goal was a beautifully worked backheel finish. On 8 November, Ménez scored a penalty kick and assisted Stephan El Shaarawy's goal as Milan drew Sampdoria 2–2.