The former Italian prime minister who arrived at Milanello by helicopter and walked on to the training field, spoke to the players for 10 minutes, Gazzetta dello Sport reported.
He hugged striker Stephan El Shaarawy, who dedicated his first international goal against France on Wednesday to Berlusconi, then shook the hands of all the players and manager Massimiliano Allegri.
Berlusconi told Milan Channel: "If Allegri is here it's because he has my faith in him."
Milan have had a tough season and are in 13th place in Serie A on 14 points.
The side have lost six times in their 12 games and last week were humbled 3-1 at the San Siro by Fiorentina.
On Saturday, they will be without centre-back Daniele Bonera who will be out for at least two weeks following a left thigh injury sustained during the defeat to Fiorentina, Il Sole 24 Ore reported.