The Rossoneri squeezed into the knockout stages with a point from the last group game against Ajax and, to their chagrin, knew they would next face one of Europe's top sides.
While Barcelona and Real Madrid drew Manchester City and Schalke respectively, it was surprise Primera Division challengers Atletico who learned they would visit San Siro in February.
The Madrid club, whose star striker Diego Costa has notched 17 league goals this season, have never met Milan in the modern incarnation of the European Cup.
Gandini is fully aware of their free-scoring exploits but expressed his relief over dodging one of the former European champions.
He told the Gazzetta dello Sport: "We're going back to Spain to meet a team we're not familiar with, compared to Real and Barcelona who we've played lots of times recently.
"There were a lot more worse teams in the pot, so this time I'm more confident heading back to Milanello."
Atletico share the La Liga lead with Spanish champions Barca and already look set to ensure more Champions League football, whereas Milan are struggling in Serie A and face an uphill battle to even make the top six.
But CSKA Moscow forward Keisuke Honda is a confirmed January arrival while defender Adil Rami is expected to join from Valencia, and Gandini promised that work is being done behind the scenes to make Milan more competitive in the new year.
"There are still two months to go," he added. "Milan will face Atletico in two months' time and then we'll have to see in what shape they're in, and what shape we're in.
"Atletico are very strong at the moment, they're becoming a strong title challenger and have a tricky squad of players.
"But we hope to emerge from the winter transfer window with a stronger squad, one that will get us through to the quarter-finals."