What's the best air route from Chicago to Milan.

Define best please. United has had direct flights so you can check if they still offer them. But I guess it depends on where you are going. You can take a long flight to a European hub such as Frankfurt, Vienna or Copenhagen and then a short flight. Or you can stop in e.g. Reykjavïk to split up the trip more evenly. Which one you prefer is a matter of personal preference.

Or you can take a direct flight to e.g Zürich or Rome and spend some time there before you take the train to Milan.

I have connected through Newark and JFK. Direct flight to Rome is an option or any of the other European hubs, Dublin, Copenhagen, Schipol, Frankfurt.

If you fly to Europe first, you will have options of other connecting flights during the day if the inbound is delayed, or even by rail if you go to Rome.

Better to do a long then short or a short then long leg rather than splitting evening. For example, if you took ORD-->JFK-->MSP, you will get the first leg out of the way and that gives you time to sleep on the second leg. By the same token, if you flew ORD-->AMS-->MXP, then you will be able to sleep on the first leg, and have a short 2nd leg.

FWIW, If I can't get a non-stop, I also look at the layover airport and the time allotted at the layover. For example, I try to avoid CDG (Charles de Gaulle) but do like AMS (Amsterdam), which is a good city to layover. Try to get a 2+ hour layover if possible, also. BTW, I have no idea of these flights are accurate in terms of layover cities; just using them as an example.

United has non-stops, daily for the week I picked at random. Check their website for the dates you need. This route has been around since pre-pandemic.

Take the direct if your budget allows

If not do the long leg first so at least you are in Europe if anything gets delayed after that, you’ll have more choices for your onward flight.

If you did ORD to JFK and anything happens where you miss the next leg, you’ll likely be stuck at JFK til the next evening.

We’ve seen that happen due to summer storms on East Coast- we chose to drive to Philly rather than take the hop from BWI. The passengers coming from BWI did not make the flight,

Get onto the right continent with your first leg. So long then short.

We flew non-stop on United from ORD to MXP last year. Very good experience and service. Non-stop is the way to go. It'd have to be significantly cheaper for me to consider anything with a stop if a non-stop was available. Good luck and safe travels.

When I went to Italy this past March, I flew nonstop on Swiss Air from Chicago to Zurich and spent 2 nights in Lugano, Switzerland before heading to Italy via train.

For the return to Chicago, I flew Swiss Air from Rome, with a connection in Zurich.

United has non-stops, daily for the week I picked at random.

There are zero nonstop flights from Chicago to any airport in Italy during the offseason.

We flew non-stop on United from ORD to MXP last year.

This is only a seasonal flight.

It looks like that United/Lufthansa direct flight to Milan from Chicago ends in mid-October.

There is a United Airlines flight UA416 which departs from ORD at 9:15pm that flies non stop to Milan Malpensa (MXP). However it's seasonal, so it won't be available after the summer months.

My preference is to fly to Europe first, because on the way back I want my first port of entry in the US to be my last destination (in my case SFO, in your case ORD). If your port of entry back in the US is JFK or EWR, then you have to go through immigration and customs in that port of entry (and also you must retrieve your luggage at that port of entry and check in again), so delaying your layover at JFK or EWR.

As a result, if you fly when the non stop is unavailable, I would look for flights via some European hub. From Chicago there are a lot of options, via London, Frankfurt, Munich, Paris, Madrid, Amsterdam, and many more.

Consider also that Milan has two airports:
Milan Malpensa (MXP)
Milan Linate (LIN)

Malpensa is the larger intercontinental airport while Linate is the smaller city airport very close to the city center. Basically they are the Milan equivalent of Washington Dulles and Washington Reagan National.

Use both Milan airports when you search for flights because Linate, although a bit smaller, however handles more European flights.

What's the best route from Chicago to Milan. I can't find any direct flights

When are you going and where have you been searching?