What a sickener for Celtic. They did not deserve this. For long periods the Hoops dominated in the famous San Siro, played fine attacking football, created chances and even hit the bar.
But despite all of the above they somehow left Italy having lost 2-0.
On Milan fashion week, Celtic must have felt as though they had been stripped naked by what happened in the last 10 minutes.
First Emilio Izaguirre deflected a shot, that was going wide from Christian Zapata, into his own net past the stranded Fraser Forster. And then in the dying moments Sulley Muntari knocked in a rebound after Forster had brilliantly saved a clever Mario Balotelli free-kick, which should not have been awarded in the first place.
Neil Lennon looked on like a man knowing it was not going to be his night.
The thing is it could have been and possibly should have been.
Bar a few early efforts from the injury-ravaged home side, it was Celtic who carried the greater threat throughout.
Georgios Samaras smashed a tremendous effort inches wide, Scott Brown hesitated when clean through on goal allowing Milan to clear and Anthony Stokes hit the bar with a curling free-kick seconds before the Italians got their lucky break to take the lead.
There were also other openings for Celtic when they failed to make the final pass count.
And that's the point here for the Glasgow outfit.
They were the better side, but DID NOT take advantage by finding the net when they were on top. Lennon will be as frustrated by that as he will feel aggrieved by the nature of Milan's goals.
It's amazing to think that Celtic's latest Champions League adventure started in the middle of July at Solitude, home of Cliftonville FC.
Last night was their seventh match in this season's Champions League.
It wasn't lucky seven or seventh heaven that's for sure, but it was dramatic in keeping with just about all of their appearances in the competition with Lennon in charge.
The victory over Irish League top dogs Cliftonville in their opening qualifying round may have been comfortable... the slender success over Elfsborg was anything but, then came the excitement of the tie with Shakhter Karagandy.
Celtic lost the first leg 2-0 away but raised the roof at Parkhead to win the return 3-0, with James Forrest grabbing the deciding goal in injury time.
It may have seemed like a 'Group of Death' when the balls came out but the more Lennon reflected on it, he saw it as a 'Group of Opportunity' with nothing to lose.
He certainly set his team up that way last night in what for a trip to Italy was a pretty adventurous system with Samaras and Stokes both starting.
It was a good call from the Lurgan native, who as a manager seems to come alive in this competition.
Milan were shocked by the attacking intent from the Scottish outfit.
They also found it hard to come to terms with the desire and determination in Celtic ranks.
As the game entered the closing stages, it was the Italians and not Celtic who would have settled for a point, but on this occasion fortune did not favour the brave.
Lennon must pick his team up after this. Next up in the Champions League is a visit to Glasgow from Barcelona!