Kaka, who inspired the Rossoneri to their 2007 triumph before moving between the clubs in the close season, played in Real's 3-2 home defeat by Milan in Group C two weeks ago.
"For what happened in the last few years, I expect a good welcome. But tomorrow will be a difficult game," he told reporters when Real arrived in Italy.
Milan fans were distraught by his departure, especially after an awful start to this campaign, but seven games unbeaten including the Bernabeu win have boosted confidence.
Rookie Milan coach Leonardo said he had spoken to Kaka.
"We talked about many things, not particularly the game. We haven't made any bets," he told a news conference.
"For Milan it is a positive moment but then games like these always have a story to themselves."
A third Brazilian, Ronaldinho, had one of his best games for Milan in Saturday's 2-0 win over Parma and is "one of the 10 best players to have played the game" according to Leonardo.
"I am managing to make lots of assists because it is a good period for me but I also want to score goals," the former Barcelona forward said.
"This year is easier for me as I've learned the language. Tomorrow I expect a great Champions League night."
Centre back Alessandro Nesta returns to the squad after a knock while Leonardo must decide between target man Marco Borriello, who scored both against Parma, and Filippo Inzaghi.
Real coach Manuel Pellegrini, whose job looks safer after Saturday's 2-0 win over Getafe, was keeping his cards close to his chest with both sides top with six points from three games.
"I still don't know what side I will put on the field, especially as up to now I have never named the same team more than once," the Chilean said.
"Tomorrow will definitely be important for both teams, the three points are fundamental. We must play with attention from the first to the last minute."
