Bayern Munich 0-4 AC Milan
Summer signing Franck Kessie opened the scoring in Shenzhen for the Serie A side after 14 minutes, converting a loose ball in the area into the back of the net.
Cutrone then added a second for Milan 11 minutes later, heading home a Ricardo Rodriguez delivery into the far corner.
And the 19-year-old made it three two minutes before the break, slotting in from close range after being picked out by Giacomo Bonaventura.
Hakan Calhanoglu then completed the scoring for Milan five minutes before the full-time whistle, finding the bottom corner of the net with a strike from outside the area.