All eyes now turn to the San Siro, where the second leg will decide who reaches the final.
Tammy Abraham snatched a dramatic injury-time winner for AC Milan.
It was a goal to savour for Watkins who has played only 30 minutes in two appearances in Germany.
As Monza continued to commit bodies forward in the second half, they were once again punished by Martinez.
Inter Milan has moved a point ahead of AC Milan in the race for the Scudetto having played the same number of games.
AC Milan had taken just one point from their previous two matches and were on the verge of losing again before the win.
