Police used sniffer dogs, horses, and helicopters to clear the area, taking the migrants to local police stations to be formally identified. Metro entrances were closed during the two-hour operation at the central square.
Around 60 people had been moved on by the end of the day, according to local media reports, with the raid dividing local politicians.
The Democratic Party's regional councillor for social policy, Pierfrancesco Majorini, said he was in favour of "targeted, continuous, and silent interventions", adding: "We'll wait to see what the results of such an operation are".
"The verification of the condition and status of asylum seekers must always be accompanied by respect for human rights," stressed Majorino.
The leader of Italy's far-right, anti-immigration Northern League party, Matteo Salvini, welcomed the raid.
In a Facebook Live video, Salvini recorded the police operation, which he described as "a beautiful raid" and "a bit of cleaning up".
"Thank God, the police and the Carabinieri!" he said. "We don't need these people."
The broadcast was interrupted by a member of the public who accused Salvini and the Northern League of "neo-Nazism", adding "You always say what the problem is but never give a solution - you're anti-immigrants".
To this, Salvini said that 'regular' immigrants were welcome, but that he was against "clandestine immigrants and drug dealers".
Italy has been on the front line of the migrant crisis, receiving tens of thousands of migrants who make the perilous journey over sea to its southern coast. High numbers of people have ended up in Milan, both as a result of being relocated from reception centres across the country, and after being turned back from the borders with Switzerland, France and Austria.
Local charities have mobilized to accommodate the newcomers including the Jewish community which has accommodated 70 refugees each night at the Holocaust Memorial, near the station. However, in August last year, city authorities said there were more people than beds as migrant numbers reached an all-time high, a problem which continued into autumn and winter.
Overcrowded conditions in migrant centres leave children particularly vulnerable, a Council of Europe report warned earlier this year.
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Photo: Andreas Solaro/AFP