The former Italy international, now manager of Serie B side Venezia, scored over 100 goals in 300 appearances for the Rossoneri before retiring in 2012.
Inzaghi the younger, meanwhile, made over 100 appearances for Lazio during his playing days, and went on to coach their youth sides.
“I hope to see a great game and may the best team win,” Filippo told Quotidiano Nazionale ahead of Sunday’s clash at Stadio Olimpico in Rome.
“These are two sides that I care about a great deal: Lazio because they are coached by my brother Simone, Milan because it’s part of my history and gave me so much.”
Simone was installed as caretaker manager last season after Marcelo Bielsa spent less than a week in charge, and impressed enough with their fifth-place finish that he was given the reins on a permanent basis.
“Simone has become one of the best Coaches in Italy,” Pippo added. “He’s a really great professional and prepares so well, but I don’t envy him anything.
“We share the same passion that we put into our work. We often exchange ideas, as I ask him for advice and he does the same with me.”