Hakan Calhanoglu netted a stunning opener for the hosts, but substitute Giacomo Raspadori came off the bench to score a brace and, despite longer odds than those available on betting offers ascot, win the game for the Neroverdi.
Although the Rossoneri took the lead within six seconds of kick-off, during the reverse fixture this season, there would be no repeat in Milan, with the hosts creating little despite dominating possession.
On 13 minutes, a delicate Filip Djuricic flick returned the ball to Jeremie Boga just yards from goal, but Gianluigi Donnarumma sprung into action to stop Milan falling behind against the run of play.
Midway through the first half, Stefano Pioli’s side finally started to penetrate the Sassuolo defence, when Rafael Leao took control of a lofted Diogo Dalot pass and saw his shot stopped by a last-gasp Giorgos Kyriakopoulos tackle.
The Rossoneri did take the lead with their next attack, though, as Calhanoglu received the ball at the corner of the 18-yard box and curled a wonderful right-footed shot into the opposite top corner.
Rather than capitalise on that goal, though, Sassuolo were allowed to grow in confidence and just before half time it took a sliding Dalot block to stop Domenico Berardi bending an effort past Donnarumma.
The visitors continued to threaten during the first 15 minutes of the second period, yet Milan nearly doubled their lead. Ante Rebic expertly controlled a long pass and laid the ball to Alexis Saelemaekers, but his shot was palmed away.
Then Calhanoglu tried his luck from distance once more, with a powerful drive that stung the hands of Neroverdi goalkeeper Andrea Consgli for a second time.
However, the Sassuolo pressure eventually delivered an equaliser on 76 minutes, as Jeremy Toljan’s weak shot was deflected across the Milan six-yard box and stabbed past Donnarumma by Raspadori.
Just six minutes later Raspadori was wheeling away in celebration again, after wriggling into the box and hitting a low angled drive off the post and into the net.
While few expect Inter to drop points away at Spezia later on Wednesday night, victory would have kept the pressure on the Nerazzurri and dropping points, more importantly, will give hope to the sides behind Milan chasing Champions League qualification.