Coach Gian Piero Gasperini paid tribute to a performance Atalanta will "remember forever" after the Italians crushed Valencia 4-1 to take a giant step towards reaching the Champions League quarter-finals for the first time.
Dutch wing-back Hans Hateboer scored twice, sandwiching goals from Josip Ilicic and Remo Freuler.
"This is an evening that we'll remember forever," said Gasperini. "It's an amazing result, full of emotion."
It was an extraordinary night for the side from Bergamo. who travelled to the San Siro with more than 40,000 of their fans as their home stadium 55km away does not meet UEFA regulations.
Denis Cheryshev pulled one back for Valencia but coach Albert Celades said: "It certainly complicates things a bit, it's a pretty overwhelming result, this 4-1.
"In the end it doesn't reflect much what we saw on the pitch."
Atalanta's run comes despite losing their opening three Champions League group games, before finishing second behind Manchester City.
"Three goals ahead is a nice reward," added Gasperini. "But there were a lot of dangerous situations, these are things we'll need to improve in Valencia. We are satisfied with this victory and above all with this advantage.
"Yesterday I would have signed to go to Valencia in the return game with a three-goal lead."