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The Portuguese full-back has been loaned out to the Rossoneri without a buy-back option because it's said United still have confidence he can return to the club as a useful player.
And he was highly impressive in his outing at the San Siro tonight. In the 57th minute, the former Porto man delivered a stunning outside of the boot pass that was finished by Rafael Leao.
The vision, technique and weight on the pass from Dalot was utterly sublime, as he laid the ball on a plate for 21-year-old Leo to tap home.
Stick around for the replay to get a full appreciation of the outstanding assist.
Dalot wasn't done there though. Less than ten minutes later, he got himself on the scoresheet to add gloss on an impressive win for Milan.
He displayed serious pace to burn to get in behind the opposition backline and then fired home at the near post with his left foot.
His statistics from the game make for enjoyable reading if you're connected to AC Milan and even United. It was a complete display from Dalot, who was incredibly effective in defence and attack.
"When one knows that something is wrong, he has to work to improve. I know I have to improve in defence and also in attack," Dalot said before the game, as per the Manchester Evening News .
"This is the right place to do it. Here is the right mentality, I just have to keep working to improve myself. I hope to become a complete player at Milan."