The side from the capital beat the league leaders at the San Siro thanks to a goal from former Milan player Marco Borriello.
Menez set up the goal, and said afterwards: “Before the holiday this is a very important victory. I feel the confidence most of all, we can do so much more, and also aim for the Scudetto.”
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Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.
Newcastle United are staring down the barrel of relegation to the Championship for the second time in the past eight years.