Lucho Gonzalez's 16th-minute equalizer for the French side cancelled out Marco Borriello's opener six minutes earlier.
Striker Marco Borriello scored both goals after starting ahead of Filippo Inzaghi, with the resurgent Ronaldinho involved each time.
Jardim Brandao dithered on the ball in his own box and Marco Borriello dispossessed him before trying to go round goalkeeper Gianluca Curci.
However, an injury to Marco Borriello, Alexandre Pato's stuttering form for Brazil at the Olympics and Filippo Inzaghi turning 35 have made the signing of another striker necessary.
The home side went ahead when Alexandre Pato fed Borriello, who surged inside the area, got past defender Gabriel Heinze and fired from close-range past Marseille goalkeeper Steve Mandanda.
Two minutes later the lead was doubled as Andrea Pirlo curled a cross into the near post and Borriello hooked a brilliant volley over his shoulder and into the top corner.
There was minimal contact and Borriello crumpled to the ground but the striker's last touch had been too heavy and left him no chance of reaching the ball before a back-tracking defender.
Milan lost their star forward Kaka to Madrid earlier this summer, and will add Huntelaar to an attacking pool of Brazilians Ronaldinho and Alexandre Pato plus veteran Italian Filippo Inzaghi and Marco Borriello.
Thiago Silva almost made it 2-0 three minutes from the end when he headed against the crossbar from point-blank range, and Borriello killed off any doubt with a spectacular volley from Ronaldinho's cross three minutes into time added on.
Striker Fabio Quagliarella scored his seventh league goal in 15 matches in the 54th minute, but Marco Borriello -- who spent the second half of last season on loan at Juve -- leveled with a diving header quarter of an hour later.
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