Mathieu Flamini gave Milan a 30th minute lead only for Goran Pandev to equalize three minutes later.
Goals from Goran Pandev and Samuel Eto'o and a late strike by substitute Jonathan Biabiany sealed the win.
Pandev and Maznov were causing the Scots problems with their movement and were far more comfortable in possession than the visitors.
He fielded a three-strong attack of Mario Balotelli, Goran Pandev and Diego Milito, but they drew blank against a determined visiting side.
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With Macedonia knocking the ball around confidently, Pandev again warmed the hands of Gordon with a powerful, deflected 22-yard strike on the stroke of half time.
That miss was immediately matched by Pandev, with the Macedonia ace shooting straight at the onrushing Gordon rather than squaring for Stojkov, who was perfectly placed to convert.
Scotland struggled to establish any rhythm in the opening 15 minutes and Gary Caldwell was fortunate to avoid a yellow card for a scything challenge on Pandev.
Pandev produced a neat piece of trickery to beat two defenders in the box only for a superb one-handed save from Akinfeev to palm the shot away.
Lazio striker Goran Pandev was seeing a lot of the ball and his snap shot on 11 minutes forced Gordon to get down smartly and block at his near post.
The European champions jumped out to an early 2-0 lead after Cameroon striker Eto'o chipped a pass to forward Goran Pandev who opened the scoring in the 13th minute.
In the space of two minutes after the hour, both Samuel Eto'o and Pandev tested Akinfeev before Milito struck with a superbly driven low-shot from 18 yards into the corner of the goal.
The replacement of winger Goran Pandev - apparently injured - with defender Christian Chivu in the Inter line-up minutes before kick-off caught everyone by surprise, while the visitors' high-pressure tactics and gamesmanship continually frustrated the hosts.
There was a let off for Scotland when Aco Stojkov gathered a cute Pandev pass to burst into the penalty area but the midfielder elected to cut the ball back rather than shoot from a promising position, allowing the defence to clear.
Goran Pandev's 22nd-minute strike from long range failed to dip quickly enough to prevent it going over while Wesley Sneijder could only shoot harmlessly wide in the final minute of the half after a neat one-two with fellow attacker Milito.
Mourinho's gestures from the sidelines made it clear he wanted Inter to exploit the areas around Chelsea left-back Yuri Zhirkov, but the Russian full-back twice rescued his side with perfect challenges on Eto'o and Pandev as they closed in on keeper Ross Turnbull.
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