Weah joined A.C. Milan in 1995, with whom he immediately won the Italian league in 1996 under Fabio Capello, playing alongside Roberto Baggio and Dejan Savićević in Milan's attack, as well as Marco Simone, on occasion, and finishing the season as Milan's top goalscorer; he won the Serie A title once again in 1999.
In 1995, Ballack earned his first professional contract, thanks to his performances in the role of central midfielder. He was dubbed the "Little Kaiser", in reference to Franz Beckenbauer, who was nicknamed "Der Kaiser".
On 11 July 1995, Army of Republika Srpska (VRS) forces under general Ratko Mladić occupied the UN "safe area" of Srebrenica in eastern Bosnia where more than 8,000 men were killed in the Srebrenica massacre (most women were expelled to Bosniak-held territory). The United Nations Protection Force (UNPROFOR), represented on the ground by a 400-strong contingent of Dutch peacekeepers, Dutchbat, failed to prevent the town's capture by the VRS and the subsequent massacre.