However, it was Sassuolo who stunned the home crowd and raced to a two-goal lead inside 22 minutes, as Grégoire Defrel and Davide Frattesi both found the net with clinical close-range efforts.
Having suffered just one defeat in their last 17 SA home matches, the Rossoneri responded in impressive fashion, with Olivier Giroud directing a superb header into the top corner to immediately halve the deficit.
In keeping with a remarkable opening half-hour, the visitors quickly restored their two-goal advantage, as the influential Domenico Berardi connected with Hamed Traorè’s corner to guide a header beyond Ciprian Tătărușanu.
The French forward assumed responsibility from the spot and confidently drilled home, as Milan conceded four goals in consecutive SA matches for the first time in their history.
Faced with a daunting three-goal deficit, the hosts desperately searched for a route back into the contest going into the final half-hour, but Ante Rebić saw a well-taken effort disallowed for marginal offside, adding to the Rossoneri’s frustration.
This prompted large sections of the home support to leave with 10 minutes left to play, and despite a stunning consolation from Divock Origi, Milan succumbed in embarrassing fashion to a sixth consecutive match without victory for the first time since April 2018.