كتب : Hatem Maher
Brazilian midfielder Renato broke the deadlock just before the quarter hour mark but Filippo Inzaghi leveled the score 11 minutes after re-start.
Marek Jankulovski added the second for Milan two minutes past the hour mark before Ricardo Kaka ensured the win four minutes from time.
Players from both teams wore black armbands to honor Sevilla's midfielder Antonio Puerta, who died on Tuesday after a heart problem.
All the players also had the 22-year-old's name printed on the back of their shirts.
Milan could have grabbed the lead after five minutes when Clarence Seedorf's deft through pass released Inzaghi, who rounded Christian Poulsen and readied himself to shoot.
But Kaka rushed from behind to drill a close-range shot that was denied by the post.
Unmarked Renato put the Andalusian side ahead in the 14th minute after his header deflected off Massimo Oddo's legs and went into the net.
Brazilian keeper Dida was to blame for Sevilla's opener due to his hesitation in handling a cross from the right.
In the 25th minute, Gennaro Gattuso's mis-kicked his clearance into the path of Malian forward Frederic Kanoute, who rounded Dida and sent a low cross to Renato, whose shot was cleared off the line by Alessandro Nesta.
Inzaghi netted the equalizer in the 56th minute after he was picked out unmarked at the far post to head home Gattuso's inch-perfect cross.
Czech left-back Jankulovski put the Italian giants in front six minutes later as he hit a superb left-footed volley into the bottom corner of the net after connecting with a brilliant long ball from Andrea Pirlo.
Milan were awarded a penalty in the 86th minute when Kaka was brought down by Ivica Dragutinovic inside the area.
The Brazilian sensation wrapped up the win when he headed home on the rebound after his spot kick was blocked by Sevilla keeper Andres Palop.