On 23 January 2019, Milan announced the signing of Piątek on a contract lasting until 30 June 2023, for a reported fee of €35 million. He was signed as a replacement for Gonzalo Higuaín, who joined Chelsea, and he was assigned the number 19 shirt, previously worn by Leonardo Bonucci.
Piątek made his debut for Milan on 26 January, in a goalless home draw against Napoli, as a 71st-minute substitute for Patrick Cutrone. Three days later against the same opponents also at San Siro, he scored both goals in a 2–0 win in the Coppa Italia quarter-finals, and was given a standing ovation when he made way for Cutrone. He was voted as the team's Most Valuable Player in the match by the fans. On 3 February 2019, Piątek scored his first league goal away to Roma, which ended 1–1. He then scored three goals in the next two consecutive matches: one against Cagliari Calcio and two against Atalanta, making him the fastest player to score six goals for the club in all competitions, overtaking club legend Nils Liedholm. He also became the first Milan player to score in his first three starts in the league since Mario Balotelli in 2013.
He is married to Paulina Procyk (a lawyer, born 1991). The wedding took place on 1 June 2019 in Castle of the Order of St. John in Łagów (Lubusz Voivodeship).