A team featuring expensive summer signings including Leonardo Bonucci, Lucas Biglia and Ricardo Rodriguez just about held their own until Italy striker Immobile scored a 38th-minute penalty following Franck Kessie’s foul on Luis Alberto.
Immobile’s second, from a Senad Lulic cross only four minutes later, rocked Milan, who were hapless after the break as Marco Parolo set up Immobile to complete his treble before the latter played in Luis Alberto for the fourth.
Riccardo Montolivo pulled a goal back from distance before the hour, but not even the late dismissal of Parolo could help them save face.
Inter Milan protected their 100 percent start as Mauro Icardi’s penalty and a superb Ivan Perisic volley steered them to a 2-0 home win over SPAL.
Icardi, now with five goals in Inter’s three Serie A games so far, converted the spot kick in the 27th minute after referee Claudio Gavillucci had taken several minutes to decide whether it should be awarded.
Perisic then met a Danilo D’Ambrosio cross with a thumping shot to wrap up the points.
Giovanni Simeone opened the scoring inside two minutes as Stefano Pioli’s Fiorentina waltzed to a 5-0 victory at promoted Hellas Verona.
Simeone, the son of Atletico Madrid boss Diego, was well placed at the far post after Marco Benassi’s attempt was saved, and eight minutes later Cyril Thereau converted a penalty after Federico Chiesa had been fouled by Verona goalkeeper Nicolas.
Benassi provided the assist for Davide Astori’s 23rd-minute goal and Fiorentina put the game to bed after the hour mark as Jordan Veretout steered a free kick past Nicolas and substitute Gil Bastiao Dias added further gloss.
Cagliari recovered from back-to-back defeats to Juventus and Milan by securing a 1-0 home win against Crotone, with Marco Sau scoring the only goal from a Joao Pedro pass in the 34th minute.
Atalanta warmed up for their Europa League debut against Everton on Thursday with a 2-1 comeback triumph over Sassuolo.
Stefano Sensi put the Neroverdi ahead shortly before the half-hour but their lead disappeared when Andreas Cornelius equalised 10 minutes before the break.
Midway through an end-to-end second half, Andrea Petagna shinned home Alejandro Gomez’s cross to win it.
The hosts at the Dacia Arena also lost a man to a red card as left-back Giuseppe Pezzella launched a tackle from behind on Stephane Omeonga.