The 24-year-old Tunisian, suspected of killing 12 people at a busy Christmas market in Berlin on December 19th, was caught by a surveillance camera arriving at the station at 12.58am on Friday, two hours before he was shot dead in a gunfight with police during a routine identity check outside the train station in the Sesto San Giovanni suburb.
He is believed to have made his way to Milan from Berlin via the French city of Lyon and northern Italian city of Turin.
CCTV footage confirmed that "a man corresponding to the killer" was on a platform at Lyon-Part-Dieu station on the afternoon of December 22nd, a source close to the investigation told AFP.
The source said investigators are still trying to determine how he was able to leave the German capital to reach France and then Italy.
Amri was the focus of a four-day Europe-wide manhunt before being killed in Milan. He is suspected of ploughing a truck into the crowd at the Christmas market in central Berlin. Fabrizia di Lorenzo, a 32-year-old from the Abruzzo region, was among the victims.
The rampage was claimed by the Islamic State group, which released a video on Friday in which Amri is shown pledging allegiance to Isis chief Abu Bakr al-Baghdadi.