Milan walked off the pitch after Kevin-Prince Boateng became the target of racist abuse during a friendly match on Thursday and the Italian FA (FIGC) later announced an immediate inquiry into the incident.
The Rossoneri had played just over 25 minutes of the game against fourth-tier side Pro Patria when the Ghanaian kicked the ball into opposition fans, took off his shirt and walked off the field.
A number of Pro Patria players tried to diffuse the situation but the ten remaining Milan players - plus the substitutes, coaches and club officials - followed the midfielder off the field and did not return.
FIGC president Giancarlo Abete branded the incident "unspeakable and intolerable" and claimed it was an offence to Italian football.
Massimo Ambrosini later emerged and spoke to reporters to explain the club's stance.
The captain said: "We came here to many people could come and see us play. We were committed to playing a good game. But we have made a signal against these ugly episodes as we could not continue to play in that atmosphere."
"We must put an end to these events. We are sorry to the public, because it has nothing to do with the majority of fans."
Milan coach Massimiliano Allegri told reporters: "We are disappointed and saddened by what has happened. Milan play for the right to respect all players. We need to stop these uncivilised gestures.
"We are sorry for all the other fans who came here for a beautiful day of sport. We promise to return, and we are sorry for the club and players of Pro Patria, but we could not make any other decision. I hope it can be an important signal.''
The match was goalless at the time, with Muntari having had a goal disallowed for offside.
Later, anti-racism campaigners praised Boateng and Piara Powar, executive director of European anti-discrimination group FARE, called for FIGC to take strong action.
He said: "We salute Kevin-Prince Boateng for his actions and his team-mates for their support. This is the not the first time a player has walked off in Italy and if the situation continues it may not be the last."
"Italy, as much as any country in Europe, has a serious problem of racism to deal with. Football infrastructure is in need of renewal and at serious odds with the changing nature of Italian society. We look forward to strong action by the FIGC."