Juventus had loaned Higuain, 31, to AC Milan at the start of the season following Cristiano Ronaldo's arrival in Turin and he scored eight goals at the San Siro.
Higuain's sudden move to Chelsea has enraged Italy's Interior Minister Matteo Salvini, a staunch Milan fan, who called the Argentinian a "mercenary" on Monday.
"I'm glad that Higuain has gone and I hope we'll never see him again in Milan because he really behaved in an unworthy manner," Salvini told Italian radio on 28 January.
Higuain, who was reportedly being paid £130,000 a week at Juventus, is reportedly getting £270,000 a week at Chelsea.
"I don't like mercenaries in politics or football," said Salvini, who is also Italy's Deputy Prime Minister.
It is not the first time this season when Salvini has criticised Higuain.
"It is shameful, unworthy behaviour, I hope it will be heavily penalised," Salvini said in November after Higuain was sent off in Milan's crunch match with Juventus.
Higuain has been a prolific goalscorer wherever he has played.
He scored 13 goals in 35 games for his first club, River Plate, in Argentina before earning a move to Real Madrid in 2007.
Higuain scored 107 goals in 190 games at the Bernabeu but still found himself on the periphery of the team and in 2013 joined Napoli, where he was coached by Maurizio Sarri.
He scored 71 goals in 104 games for Napoli and in 2016 they ended up runners-up to Juventus in Serie A.
Juventus duly poached Higuain and he scored 40 goals in 73 games for them before becoming surplus to requirements.
Sarri, his former Napoli coach, has now been reunited with him at Stamford Bridge.
Higuain made his debut in the FA Cup match with Sheffield Wednesday on Sunday, 27 January, but will go looking for his first Premier League goal against Bournemouth on Wednesday, 30 January.