Mexes controlled a pass on the edge of the penalty area against Anderlecht last night before striking a wonderful overhead kick into the back of the net.
It put Milan 2-1 up, as the Italian side progressed to the last 16 of the competition.
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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.