The 24-year-old admits the game will be the ‘biggest games he has ever played’.
Valencia joined United in a £16million deal from Wigan last summer.
“They will be the biggest games I’ve played in club football,” Valencia told the club’s official website.
“The Champions League is a huge competition and Milan are one of the biggest clubs around.
“They’ve won so much in their history and they’ve won the Champions League (and European Cup) a lot, and it will be a big test for us.
“Every game is important, but the lads are definitely looking forward to both matches.”