Saelemaekers is rented out to Roma by Rossonero this season.
He told DAZN: “The match was difficult. Milan are a great team and we had chances in the second half. But we have to keep going, we are on the right track.
“It's always a pleasure to come back here, I feel at home. Things in football move fast, we don't know what will happen in the future, but it's a pleasure to come back here.”
About teammate Paulo Dybala, Saelemaekers added: “Paulo is a great player, you can see that even when he touches the ball. Today I saw that he can defend well. We are happy that he is finding his football again and we hope that he can also help us in the next matches.”