This was last answered 7 years ago -- no luggage storage at Cadorna. I thought I'd check. Has this changed?
I booked a non-cancellable reservation at the Cadorna House, near the station, to be close to The Last Supper. I asked if they could hold our bags after check-out, while we took the tour. Cadorna House replied that they are a guest house and do not offer luggage storage. Ugh!
I know that Centrale Station does have luggage storage.
Thanks!