Higuain is the only player who has moved initially on loan, with Milan paying EU18 million euros for the services of the 30-year-old Argentina forward for next season.
The striker was signed by Milan along with Italian footballer Mattia Caldara in a straight swap deal with Juventus which saw the return of their defender Leonardo Bonucci returning back to the Italian club.
Speaking about Chelsea's approach at his unveiling, Higuain explained to Italian reporters at AC Milan on Friday afternoon, "I have huge respect for Sarri, but he was the only one who wanted me at Chelsea".
The Argentine worldwide joined Milan on loan as the arrival of Cristiano Ronaldo at Juventus saw him drop down the pecking order.
Chelsea are known to have a strict policy when it comes to signing players over the age of 30, with concerns over the lack of resale value that the player would hold.
"Alessio is a very strong player", Caldara said to DAZN.
"If the year is good for him, it will automatically be good for us too".
"Although Juventus is now in charge of the titles, one knows and feels that Milan is one of the strongest clubs". I renewed in November and may be able to do it again soon.
Higuain also said Leonardo, only hired by Milan a week earlier, made a major impact on his decision to join Milan.
Here I will take a look at the possible 3 key reasons behind this shock transfer and what it means in the grand scheme of Higuain's overall career.
"I worked alongside Allegri for a couple of years", Higuain said. "It's hard to imagine that this has happened", said Bonucci.
"The club decided that I shouldn't continue there and that's made me come to a club which has shown tremendous faith in me". So I started to think about it and every day I was more convinced of coming here.
Caldara signed a five-year deal at Milan. I hope we can go as far as we can this season. "It gives you goosebumps, it's special stuff".