Despite the team's mid-table Serie A form in 1995, Savićević continually played well for Milan in the Champions League en route to their third successive final that, for him, culminated in a spectacular semi-final versus Paris SG, where he scored twice in the return leg at San Siro. Before that in the first leg Savićević set up Boban in injury time for the game's only goal. Despite his brilliant performance against PSG and his statistical importance to the team in 1995, he was not part of the team Capello took to Vienna for the 1995 Champions League Final due to 'injury', even though Savićević insisted he was fit. In the final, a very negative and defense-minded Milan side created few opportunities and ultimately lost 1–0 to Louis van Gaal's young Ajax side.