The Portuguese finally tasted victory as Rossoneri boss after three winless Serie A games to start the season, and they were already on their way to three points with just two minutes on the clock.
It was a goal that Venezia goalkeeper Jesse Joronen will not be keen on viewing back anytime soon, as Rafael Leao’s audacious assist teed up Theo Hernandez, whose strike at the near post squirmed its way past the Finnish shot-stopper.
Milan then doubled their lead in the 16th-minute courtesy of Matteo Gabbia, who was in the right place and at the right time to guide Christian Pulisic's corner over the line.
The visitors were enduring a torrid evening, which was worsened when referee Davide Di Marco pointed to the spot after Joronen was penalised for bringing down Tammy Abraham inside the box.
Pulisic confidently dispatched the subsequent penalty, as Joronen dived the wrong way.
Incredibly, Milan were awarded another penalty after a VAR review determined that Joel Schingtienne had illegally impeded Leao in the box.
This time it was Abraham who stepped up, and he coolly rolled the ball home to score his first goal for the club, meaning Milan had netted four goals in a Serie A match for the first time since October 1958, as they took a very commanding half-time lead.
It looked like a fifth goal would not be far away when Joronen was called into action again to deny Leao, but the Portugal international would depart proceedings without adding his name to the scoresheet after being replaced by Alvaro Morata just past the hour mark.
Eusebio Di Francesco could only dream of having such attacking depth, and his side were denied a consolation goal when Francesco Zampano swept the ball under Mike Maignan.
Things got even worse for Venezia following a VAR review, with Hans Nicolussi Caviglia shown a second yellow card for an ill-timed challenge on Ruben Loftus-Cheek, leaving the visitors down to 10 men.
The Rossoneri saw out the closing stages with relative ease, avoiding the embarrassment of becoming only the second Milan side in the last 65 years to have failed to win any of their first four league matches.
Meanwhile, Di Francesco has now lost six of his last seven personal career meetings against Milan, with the Arancioneroverdi still propping up the table with three defeats and one draw this season.
Flashscore Man of the Match: Rafael Leao (AC Milan)