No direct flight to Milan so should we take a train from Zurich?

1/ It's too early to realistically see airfare options. You should also check for "multi-city" instead of two one-way tickets. Most websites allow this search option. These multi-city or open-jaw fares are often only slightly more expensive than the roundtrip.

I asked a related question, yesterday. We live in MN, and airfares other than in and out of Zurich are pretty outrageous. I got a great answer that pretty much addresses your question. My response included a night in Chur and on Lake Como, but there is no reason why you couldn't just go from Zurich to Milan. Here is a link to my post:

https://community.ricksteves.com/travel-forum/italy/fall-trip-to-italy-from-mn

I can understand not wanting any plane changes, but a cursory glance at flights Chicago to Milan and Zurich to Chicago allowing one plane change is selling in March 2020 for $525 Canadian with TAP (Portuguese) airlines. I might be willing to do a change for that sort of savings. Of course, where I live always requires a plane change.
All that being said, 1) it is too early to know what is flying on your true dates and 2) nothing says booking 320 days ahead is not going to result in cancelled and changed flights thus meaning a change from a direct flight. 3) all that being said, train or a second airline ticket from Zurich to Milan seems false time economy.
Matrix ITA software is the old software travel agents used to see flights. It still is my go to site for looking at flight options. You can't book flights from there, but it allows a broader airline selection you may not have considered. https://matrix.itasoftware.com/
There is, as mentioned, the option to train over the Alps from Zurich. April may still have snow at higher elevations, but warmer in Italy. You can take the cheaper and more frequent train over the Bernina pass, or the Bernina Express tourist train. Here is a YouTube for April 2016 to consider https://www.youtube.com/watch?v=_MkNNzMqyn8

Geez, I may need to start looking at taking a train to Chicago O'Hare, if flights are that great. Not Fair! ;)

Yes, MN is a prisoner of Delta.

I have flown to Milan using EWR to change planes on United. Prices were very good, but that was a couple of years ago. But if Zurich on Swiss (my favorite) is a deal, it could be worth it. Maybe spend your first night in Luzern, then you can get a deal on a nonrefundable advance ticket to Milan. EC Mini fares are 29 Eur pp if you book ahead several months.

carrie,

One other option you might consider would be to drive, fly or bus from Chicago to Toronto. Air Canada (among others) have direct flights to Milan (~8 hour flights). The prices listed at the moment show fares in the range of C$1285, so those tickets would cost you about US$955 each.

But why stop at Toronto? Drive to Newark and its $447 on United.

Thanks everyone for the great info. and suggestions. I didn’t realize searching multi city was an option. And I thought direct and nonstop were the same thing. Can you tell I’ve flown once in the last 15 years and that was in the US? 😊

We just want to get to our destination as quick as possible as one of us has limited time to take off from work. But I’ll have to see if we can add an extra day for travel as we’ll either have to take 2 flights (or I guess it’s a direct flight with a connection) or a flight + train to get to Milan.

Thanks again!!!!

I'll repeat that you should use the multi-city option when looking for air fares. You could easily fly into Milan and out of Zurich using multi-city for much less than two one-ways.