"I have already worn a few shirts which carry a heavy burden, so the number nine shirt here isn't a problem," Higuain, signed on loan from Juventus, told reporters.
"It makes me proud. This is a wonderful challenge for my career. All I have to do is to show that the club was right to invest in me."
Milan confirmed that Higuain will wear the number nine shirt although it appeared to be handing him a poisoned chalice.
Portugal forward Andre Silva, who wore it last season, scored only two goals in 24 Serie A appearances after a 40 million euro ($46 million) move from FC Porto.
Three seasons ago, the shirt belonged to Luiz Adriano, who managed four goals in 26 outings, while two players wore it in 2014/15 without success - Fernando Torres scoring once in 10 games and Mattia Destro three times in 15.
Alexandre Pato failed to score in four appearances in 2012/13 and nobody was allocated the shirt in 2013/14.
The most impressive performer was Gianluca Lapadula who scored eight goals in 27 outings in 2016/17 -- only to be loaned to Genoa at the end of the season.
Argentina's Higuain moved to Milan after two seasons at Juventus, where he won two Serie A and Coppa Italia titles and scored 55 goals in 105 appearances in all competitions.
Seven-times European champions Milan, on the other hand, have suffered several lacklustre seasons and will play in the Europa League, rather than the Champions League, next season.
"It's an really nice challenge and I want to repay the faith the club has shown. This team has a great history and I'm very proud to be here," said Higuain.
"I hope to do great things at Milan who deserve to return to the level they competed at in the past."
Higuain admitted that he had "a few disagreements" with Juventus coach Massimiliano Allegri during his two years there.
"That's not why I am here," he added.
"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."
($1 = 0.8636 euros)
(Writing by Brian Homewood; Editing by Keith Weir)
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