City raced to a 5-0 lead inside a breathless first 35 minutes courtesy of goals from David Silva, Micah Richards, Aleks Kolarov and a brace from Edin Dzeko.
But Milan hit back with three in seven minutes to go in 5-3 at half-time!
It was open, attacking and ridiculous - and we loved it.
"I was very happy with the way we performed to begin with, but it is not normal to be 5-0 up after half an hour, then stop playing," Manuel Pellegrini said after the game.
"We relaxed a bit, and in football, you cannot do that. That is why they scored three times, but better for it to happen now than when the league starts.
"It means we have time to work on it and sort it out, and we will. I am very happy with the squad I have, but that doesn’t mean we can’t still make changes."
Watch highlights of the game via the video above!