Upvote:4
Try searching for your "favorite car company milan locations".
The first two I tried Hertz and Europcar showed locations at both Linate and Malpensa Airports. I imagine all the majors will also have desks there.
Upvote:4
There is plenty of car rental agencies in MXP. I would recommend to book in advance, an easy way to so is from rentalcars.com which I tested several times and is reliable. From there you can see the list of providers available and you may choose to browse on each provider's website if you prefer to deal with it without a third party.
It may not be your case but bear in mind that it is compulsory to have winter tires or snow chains aboard in certain areas of Italy from the 15th of November. This is mandatory regardless of the fact that there is actually snow or ice on the street.