When it gets too hot to wander the streets of Milan you can spend a day in of the city’s outdoor swimming pools:

Practical tips
Know that wearing a swim cap (and obviously swim suit) is obligatory but you can buy one for a relatively modest price at the entrance. If you haven’t brought a swim suit you can buy one at e.g. Calzedonia, Yamamay, H&M which you can find everywhere in the city. The outdoor swimming pools are open from the beginning of June till the end of August
In the city
Bagni Misteriosi, 18, Via Carlo Botta (find on map)
Romano,20, Via Ampére (find on map)
Argelati, 6 Via Segantinin (find on map)