Milan romped to a 4-0 victory when they hosted Arsenal back in 2012. Kevin-Prince Boateng struck to give Milan the lead, before a double from Robinho saw Milan find themselves 3-0 up and Arsenal's European hopes were left in tatters.
Zlatan Ibrahimovic added insult to injury from the penalty, inflicting one of Arsenal's heaviest European defeats ever.
In the second leg in North London, Arsenal looked on course for a stunning comeback as they fired home three first-half goals to reduce the aggregate score to 4-3.
Goals from Laurent Koscielny and Tomas Rosicky, and a Robin van Persie penalty, saw the Gunners go into the break 3-0 ahead on the night. However, they couldn't manage to add to their tally in the second half and were knocked out of the competition by a 4-3 aggregate scoreline.
Patrick Cutrone vs Laurent Koscielny
In-form Milan striker Patrick Cutrone is likely to lead the line for Milan. He will be looking to continue his European goal scoring run, having netted six times in 11 European games this season.
The 6ft 2in striker, who is still just 20-years-old, will face a stern test against Arsenal defender Laurent Koscielny. The experienced Frenchman has 50 caps for his country and has played for Arsenal on 317 occasions since joining in 2010.
Arsenal will look to
Milan will look to counter him by playing Lucas Biglia in a holding midfield role, picking up Ozil's runs, intercepting passes between their defensive and midfield lines; and screening his back four.
Biglia has cemented his place in Milan's midfield, and executes this role well. It will make for an interesting battle on Thursday evening.
After resting some key players for the Premier League defeat at Brighton, Arsenal will return to full strength for this Europa League tie.
This will mean returns to the side for right-back Hector Bellerin and midfielder Aaron Ramsey.
However, Alexandre Lacazette, Pierre-Emerick Aubameyang and Nacho Monreal are all unavailable for Arsenal.
Meanwhile, Milan will be without Luca Antonelli, Ignazio Abate and Andrea Conti through injury. They have all of their first choice players available, as they look to continue their winning run and deepen Arsenal's woes.
Mentality is a huge part of football, particularly at the top level. the two teams' respective form will have a big impact in the momentum of this game.
Milan's attacking quarters can find vulnerabilities in the Arsenal system, as they look to inflict a fifth successive defeat on the Gunners.
Cutrone, particularly, is on hot form and Wenger's men are under extreme pressure on the continental stage.
Prediction: Arsenal 1-0 AC Milan