It's the first time the 21-year-old has been out on loan since signing for the Reds from Porto in the summer of 2018. The Portuguese full-back has made 35 appearances for United so far, most recently as a starter in Wednesday night's Carabao Cup win at Brighton & Hove Albion.
Earlier this year, he scored his first goal for the club, in January's 6-0 victory at Tranmere Rovers in the Emirates FA Cup.
Dalot will find a number of familiar faces in Serie A, as current team-mate Andreas Pereira has just embarked on a loan spell with Lazio, and former Reds trio Romelu Lukaku, Alexis Sanchez and Ashley Young all made permanent moves to AC Milan's great local rivals, Internazionale, last season.