The Brazilian striker, who has struggled with injury for much of the first half of the season, left the Rossoneri to return to his home country, depriving coach Massimiliano Allegri of one of his attacking options.
With Robinho set to follow Pato into the Brazilian league imminently, Allegri's choices up front are reduced to Stephan El Shaarawy, Bojan Krkic and Giampaolo Pazzini for Sunday's clash with the Bianconeri.
Pato or no Pato, Siena nonetheless face a difficult task in the Lombardy capital, according to Simone Vergassola.
"It's going to be difficult, but we have shown this season that we can pick up points anywhere and we are working hard on this," he said on his club's website.
"We need to improve our league position. We have been training very intensely these days, which was only right because we have had to get to know the new coach and because we must improve.
"We are going to have to know how to defend well at the San Siro, but we also have to be clever to counter quickly and correctly, making the most of the chances we get."
Siena are led to Milan by Giuseppe Iachini, who replaced Serse Cosmi just before Christmas and suffered a 2-0 defeat at home to Napoli in his first game in charge.
That was the Tuscan side's fourth defeat in a row, leaving them three points adrift at the foot of the table.