Ronaldo, who made his debut as a substitute in last week's 2-1 victory against Livorno, scored twice and set one up for Ricardo Oliveira as Milan snatched the points in the fourth minute of stoppage time.

The winning goal was originally credited to Milan substitute Massimo Ambrosini, but was later amended to a Christian Molinaro own goal.

The win lifted Milan up to fifth, boosting their chances of a Champions League place next season.

Ronaldo has been struggling for fitness since joining Milan from Real Madrid at the end of last month, so Ancelotti put him on the bench last week.

But on Saturday the Milan coach unleashed the 30-year-old Brazil international and the three-time FIFA World Player of the Year did not disappoint.

"Two goals and an assist is an excellent return in 90 minutes," Ancelotti said.

"To make such an impression here in such a short space of time has been a surprise for everybody.

"Above all I'm happy for him because coming to Milan was not an easy choice.

"He knew that by coming here he would still come under intense scrutiny, but this showed he is still ambitious."

Ancelotti wasn't happy though about Milan's defending after seeing his team take the lead three times only to be pegged back by a plucky Siena side.

"It's worrying," he said. "The defence marked very poorly and allowed Siena back into the match."

Ronaldo put Milan ahead with a looping header before Simone Vergassola capitalised on a defensive mix-up to equalise.

Milan restored their lead when Ronaldo set up Oliveira only for Massimo Maccarone, a January signing from English Premiership side Middlesbrough, to level the score with an angled shot.

After Milan had Christian Brocchi sent off, Ronaldo grabbed his second goal in the 81st minute, tapping home Kaka's cross.

Maccarone's rasping shot made it 3-3 in the last minute of normal time before Molinaro put through his own net to hand Milan a precious victory.