Balotelli, playing three days after completing his move from Manchester City, scored twice in the 2-1 win over Udinese after being included in the starting line-up at the last minute following an injury to Giampaolo Pazzini in the warm-up.
The second goal, a penalty converted three minutes into stoppage time, came amid furious protests from the visitors who claimed there was nothing wrong with Thomas Heurtaux's tackle on Stephan El Shaaraway.
El Shaaraway fell theatrically to the ground, rolling over at least three times, to win the penalty and the referee was surrounded by furious Udinese players after blowing the final whistle immediately after Balotelli's goal.
Udinese's sporting director Fabrizio Larini was fuming.
"We feel we've been done out of a point that we deserved to take home," he said. "Everybody saw it was not a penalty."
"We were lucky with the penalty, it could have been given or not given," he said. "The controversy was because it happened in the last 30 seconds.
"Balotelli played well and I think he has a lot to give Milan," he added.
"I'm happy but I need to train to improve my fitnesses level," he said. "I wasn't supposed to start but it worked out well for me."
He then set up a chance for M'Baye Niang and it was no suprise when he opened his account by turning the ball in from six metres after El Shaaraway's cross from the left fell at his feet.
