The steady European interest in Kaká culminated in his signing with the European champions, Italian club A.C. Milan, in 2003 for a fee of reported €8.5 million, described in retrospect as “peanuts” by club owner Silvio Berlusconi. Within a month, he cracked the starting lineup. His Serie A debut was in a 2–0 win over Ancona. He scored ten goals in 30 appearances that season, also providing several important assists, such as the cross which led to Shevchenko’s title-deciding headed goal, as Milan won the Scudetto and the UEFA Super Cup, whilst finishing as runner up in the Intercontinental Cup and the 2003 Supercoppa Italiana. Milan also reached the semi-finals of the Coppa Italia, losing out to eventual winners Lazio, and were knocked out of the quarter-finals of the Champions League by Deportivo de La Coruña. Due to his performances in his debut season, in 2004, Kaká was named Serie A Footballer of the Year, and was nominated for both the Ballon d’Or (finishing in 15th place) and the FIFA World Player of the Year Awards (finishing in ninth place).
Kaká was a part of the five-man midfield in the 2004–05 season, usually playing in a withdrawn role behind striker Andriy Shevchenko. He was supported by Gennaro Gattuso and Clarence Seedorf defensively, as well as Massimo Ambrosini, allowing Kaká as the attacking midfielder and Rui Costa or Andrea Pirlo as the deep-lying playmaker to be in charge of creating Milan’s goalscoring chances, forming a formidable midfield unit in both Italy and Europe. Milan began the season by winning the Supercoppa Italiana against Lazio. He scored seven goals in 36 domestic appearances as Milan finished runner-up in the Scudetto race. Milan also reached the quarter-finals of the Coppa Italia that season. Kaká played a pivotal role in Milan’s Champions League campaign that season, helping them to reach the final against Liverpool, scoring two goals and providing five assists. Dubbed the “Miracle of Istanbul,” Milan led 3–0 at half time, before Liverpool staged a comeback, scoring three goals in six minutes, and eventually won the match 3–2 on penalties. A match widely regarded as one of the greatest finals in the competition’s history, Kaká was imperious in the first half; he first won the early free-kick which led to Paolo Maldini’s opening goal, later beginning the play that led to Hernán Crespo’s first goal and Milan’s second of the night, before executing a long curling pass that split open the Liverpool defence and rolled perfectly into the path of Crespo to score Milan’s third. Kaká was once again nominated for the Ballon d’Or and FIFA World Player of the Year Awards, finishing ninth and eighth respectively, and he was named the 2005 UEFA Club Football Best Midfielder.
The 2005–06 season saw Kaká score his first hat-tricks in domestic competitions. On 9 April 2006, he scored his first Rossoneri hat-trick against Chievo, with all three goals scored in the second half. Milan were knocked out in the semi-finals of the 2005–06 Champions League to eventual champions Barcelona, and were once again eliminated in the quarter-finals of the Coppa Italia. Milan also finished once again as runners-up in Serie A, with Kaká scoring 17 goals in the league. After the 2006 Calciopoli scandal, however, Milan were deducted 30 points, which placed them in third in the table. Kaká was nominated for the Ballon d’Or and the FIFA World Player of the Year Awards for the third consecutive year, finishing 11th and seventh respectively. He was also selected to be part of both the UEFA Team of the Year and the FIFPro World XI for the first time in his career.
Andriy Shevchenko’s departure to Chelsea for the 2006–07 season allowed Kaká to become the focal point of Milan’s offense as he alternated between the midfield and forward positions, operating at times as a striker or as a second striker behind Filippo Inzaghi, as well as in his more typical attacking midfield position. On 2 November 2006, he scored his first Champions League hat-trick in a 4–1 group stage win over the Belgian side Anderlecht. He finished as the top scorer in the 2006–07 Champions League campaign with ten goals. One of the goals helped the Rossoneri eliminate Celtic in the round of 16, 1–0 on aggregate, and he scored three goals against Manchester United in the semi-finals. Milan also reached the semi-finals of the Coppa Italia that season, losing out to winners Roma, and finished fourth in Serie A.
Kaká won the Champions League title when Milan defeated Liverpool 2–1 on 23 May 2007, avenging the previous loss on penalties two years before. Though he went scoreless, he won a free kick that led to the first of Filippo Inzaghi’s two goals, and provided the assist for the second. On 30 August, Kaká was named by UEFA as both the top forward of the 2006–07 Champions League season and UEFA Club Footballer of the Year, as well as being named as part of the UEFA Team of the Year for the second time. He once again finished as the second-best assist-provider of the Champions League, providing five, and was voted the 2007 IFFHS World’s Best Playmaker.
Milan began its 2007–08 season by winning the UEFA Super Cup on 31 August, defeating Sevilla 3–1, with Kaká scoring the third goal. Kaká had made a dribbling run into Sevilla’s area, winning a penalty, which he then proceeded to take. Although it was saved by goalkeeper Andrés Palop, Kaká scored on the rebound with a header. Kaká had previously hit the post in the first half. He played his 200th career match with Milan in a 1–1 home draw with Catania on 30 September, scoring from a penalty, and on 5 October, he was named the 2006–07 FIFPro World Player of the Year, and was elected as part of the FIFPro World XI for the second time in his career. On 2 December 2007, Kaká became the eighth Milan player to win the Ballon d’Or, as he finished with a decisive 444 votes, well ahead of runner-up Cristiano Ronaldo. He signed a contract extension through 2013 with Milan on 29 February 2008.
—Pelé on Kaká after he was named the 2007 FIFA World Player of the Year.
On 16 December, Kaká won the FIFA Club World Cup against Boca Juniors, scoring Milan’s third goal of the match in a 4–2 victory which allowed them to be crowned World Champions. Kaká had previously assisted Filippo Inzaghi’s opening goal of the match and also assisted Inzaghi’s final goal of the match after an impressive exchange with Clarence Seedorf; he was awarded the Golden Ballas the best player of the competition. On 17 December, Kaká was voted the 2007 FIFA World Player of the Year with 1,047 votes, ahead of Lionel Messi with 504 and Cristiano Ronaldo with 426.
In January 2008, Kaká was also named the 2007 Serie A Footballer of the Year, winning the award for the second time in his career. Due to his contributions on and off the pitch, Time magazine named Kaká in the Time 100, a list of the world’s 100 most influential people, on 2 May. On 14 October, he cast his footprints into the Estádio do Maracanã’s sidewalk of fame, in a section dedicated to the memory of the country’s top players. He won the Time 100 honour again in 2009. Kaká finished the 2007–08 season with 15 goals in Serie A and was nominated as a finalist for the FIFA World Player of the Year, finishing in fourth place, and was nominated for the Ballon d’Or, finishing in eighth place. He was named in the six-man shortlist for the 2008 Laureus World Sportsman of the Year, and was selected in the FIFPro World XI for the third time in his career.
BBC reported on 13 January 2009 that Manchester City made a bid for Kaká for over £100 million. Milan Director Umberto Gandini replied that Milan would only discuss the matter if Kaká and Manchester City agreed to personal terms. Kaká initially responded by telling reporters he wanted to “grow old” at Milan and dreamed of captaining the club one day, but later said, “If Milan want to sell me, I’ll sit down and talk. I can say that as long as the club don’t want to sell me, I’ll definitely stay.” On 19 January, Silvio Berlusconi announced that Manchester City had officially ended their bid after a discussion between the clubs, and that Kaká would remain with Milan. Milan supporters had protested outside the club headquarters earlier that evening, and later chanted outside Kaká’s home, where he saluted them by flashing his jersey outside a window. Kaká finished his final season with Milan by scoring 16 goals, helping Milan finish third in Serie A, and once again being elected as a finalist for the FIFA World Player of the Year Award, finishing fourth in voting for the second-straight year. He was also nominated for the Ballon d’Or award, finishing in sixth place, and was named in the UEFA Team of the Year for the third time in his career.