Under Capello, Tassotti would go on to reach three consecutive Champions League finals with Milan, winning the Champions League in 1994 as captain, due to the absence of Franco Baresi, and also reaching the final in 1993 and 1995. He also won three consecutive Serie A titles with the club in the 1991–92, 1992–93 and the 1993–94 seasons, adding another during the 1995–96 season, in addition to the 1994 UEFA Super Cup and three consecutive Supercoppa Italiana titles between 1992 and 1994. In the 1991–92 season, Milan won the title unbeaten, scoring a record 74 goals, and remained undefeated for a record 58 matches in Serie A. In 1993–94, Tassotti once again helped Milan finish the league with the best defence, only conceding 15 goals. In his last few seasons at Milan under Capello, he began to be used less frequently, due to his advancing age and the emergence of Christian Panucci in his position. Along with his teammate Baresi, Tassotti retired from the club at the conclusion of the 1996–97 season. In total, he made 429 Serie A appearances with Milan, scoring 8 goals, and 583 total club appearances, scoring 10 goals.