With Milan, he won the Coppa Italia and the Champions League in the 2002 03 season. In August 2003, he also won the UEFA Super Cup before cancelling his contract with Milan in November that year. After leaving Milan, he briefly returned to Brazil, playing for Cruzeiro in Belo Horizonte.

He had endured a strained relationship with manager Louis van Gaal during Barcelona's trophyless 1999-00 season but appeared to have won the battle of wills when the Dutchman left at the end of the campaign. When Van Gaal was re-appointed in 2002, Barcelona agreed to rescind Rivaldo's contract.