Felix joined Chelsea from Atletico Madrid in August on a seven-year deal for a reported fee of £46 million, but the 25-year-old has struggled for game time in his second spell with the Premier League club.

Since his arrival at Chelsea, Felix has started just three league games despite scoring on his club debut against Wolverhampton Wanderers – his only league goal this season.

At Milan, Felix will work with Portuguese coach Sergio Conceicao.

Milan, who drew 1-1 with Inter Milan in Sunday’s derby, are eighth in the Serie A standings and take on AS Roma in the quarterfinals of the Coppa Italia tomorrow.