Jean-Pierre Papin opened the scoring in the 62nd minute, heading home a cross from the Italy midfielder, Stefano Eranio. Eranio, who had come on as a first- half substitute for the injured Dutchman Ruud Gullit, netted the second in the last minute.
Milan's last league defeat came on 19 May 1991, at the hands of Bari. Their undefeated run beats the 40-game record set by Fiorentina in 1955-56.
Milan have now picked up full points from their first six matches and lead the table by two points from Torino with a game in hand. Torino beat Udinese 1-0 thanks to Enzo Scifo's 44th-minute penalty.
Juventus experienced their first defeat of the season as they fell 3-1 at Internazionale. The Uruguayan, Ruben Sosa, hit Inter's first and the German midfielder, Matthias Sammer, made it 2-0 before half- time. Inter's third foreigner, the Russian, Igor Shalimov, scored with a fine shot 10 minutes from time with the German, Andy Moller, getting a late consolation.
Paul Gascoigne set up Giuseppe Signori for Lazio's first in their 3-0 win over Atalanta, Aron Winter and Diego Fuser completing the scoring. Lazio's Luca Luzardi and Atalanta's Alemao were sent off in the 70th minute after a mass confrontation sparked by Alemao's foul on Gascoigne. Gascoigne went off 15 minutes from time through tiredness after a fine performance.
ITALIAN LEAGUE: Ancona 3 (Zarate 6, 33, Ruggeri 84) Foggia 0; Brescia 0 Cagliari 2 (Pusceddu 6, Napoli 16); Fiorentina 4 (Baiano 1, pen 77, Batistuta 81, 87) Sampdoria 0; Genoa 4 (Onofri 4, Ruotolo 9, Dobrovolski 16, Onorati 78) Pescara 3 (Sliskovic 25, 43, Bivi 45); Internazionale 3 (Sosa 40, Sammer 45, Shalimov 79) Juventus 1 (Moller 86); Lazio 3 (Signori 2, Winter 51, Fuser 80) Atalanta 0; Napoli 2 (Fonseca 45, Careca 47) Roma 1 (Benedetti 57); Parma 0 Milan 2 (Papin 62, Eranio 90); Torino 1 (Scifo pen 43) Udinese 0.Reuse content