To me, the parks in Milan leave much to be desired. I am constantly amazed at how dry and dusty they are! You'll have to go out of the city centre to get to decent parks.
However, having said that, one place you might wander along to is the Giardini Pubblici (public gardens) in the Corso Venezia / Via Manin area. It is far smaller than the Parco Sempione, and it is certainly not Regents Park, but a place to just sit and rest in the shade esp. if you're tired from shopping near the Via Montenapoleone area!
If you are in Milan in May, make sure you try and make it to the annual flower exhibition at the Giardini Pubblici. Dozens of horticultural companies set up stands to display their lovely plants and flowers. It is not on a very large scale, but a nice way to spend an afternoon...
Giardini Pubblici is a nice park tucked into the heart of a big city. While I was in Milan the park was having a lot of work done on it, but it was still a great escape from the city that surrounds it. In spring when everything is benefiting from the rain of winter the park is filled with blooming trees and flowers and has several ponds that reflect the surrounding foliage.
My friend Christine & i dozed off in the park near the compounds of the Castillo. Nice way to spend a Sunday afternoon with many other italian families dozing/reading/picnicing in the park.