 Milan finished third in Serie A, but Maldini won the first Coppa Italia of his career, defeating Roma in the final.On 15 March 2003, he made his 500th appearance in Serie A.

Milan won the 2002–03 Champions League with Maldini as their captain for the first time in his career, in the first all-Italian final, against Juventus, on 28 May 2003 at Old Trafford.Maldini helped Milan keep a clean sheet, as they defeated Juventus 3–2 on penalties after a 0–0 deadlock following extra time.