Credit has to be given where credit is due. Arsenal's first-half performance had pulses racing and fans dreaming that the impossible would become possible.
Laurent Koscielny's seventh-minute header got the Gunners of to a good start, and two more goals from Tomas Rosicky and Robin van Persie set things up for what should have been a great second half.
Unfortunately, all the energy the Arsenal players used up in those 45 minutes came back to haunt them, and they really were not as effective in the second half.
Arsenal made a fight of it in the end, but from the start of this matchup, it wasn't good enough.
Let's take a look at the player ratings for this game.
Wojciech Szczesny: 7.0
The goalkeeper kept a clean sheet and made some important stops to keep his team in it. His saves on Zlatan Ibrahimovic's grass-cutting shot and Antonio Nocerino's bundled effort stand out.
Bacary Sagna: 6.5
Did well defensively and was part of an organized defensive line. Sagna went forward and got some crosses in.
Laurent Koscielny: 7.5
His goal go the Gunners off to a great start, and he handled Zlatan Ibrahimovic brilliantly when one-on-one.
Thomas Vermaelen: 7.0
Led a stout defensive effort and made his usual forays forward. He did his job without fuss.
Kieran Gibbs: 6.0
Almost let Stephan El Shaarawy in for a chance midway through the first half. Did an OK job for the most part.
Alex Song: 6.0
Song looked tired throughout the game. He had a few too many giveaways and did not have much influence on the game.
Tomas Rosicky: 7.0
Rosicky continued his good run of form with a well-placed second shot for a goal. He looked energetic throughout most of the game and tried to drive Arsenal forward when he was at the ball.
Alex Oxlade-Chamberlain: 9.0 (Man of the Match)
Alex Oxlade Chamberlain created two goals and was very solid defensively. He was substituted only because of fatigue, but was certainly Arsenal's most impressive player.
Theo Walcott: 6.5
Theo Walcott had the better of his AC Milan left-back, Djamel Mesbah, and had a few good moments. Overall, it was a pretty positive display from him but still not enough.
Gervinho looked just as tired as Song at times. He had a few positive moments, but his lack of energy showed in his effort on goal.
Robin van Persie: 6.5
Robin van Persie got his goal, but wasn't really involved in much else. He had one or two opportunities, but was not overly threatening to the Milan goal.
Marouane Chamakh: 5.0
Chamakh didn't really provide anything new when he came on. He's not there to create things, and with the rest of his teammates tired, he didn't really get any service.
Chu Young Park: N/A
Not given enough time to influence the game.