Bottom line: although the line of cookies is named Milano, there is no connection between it and Italy. The line runs from Belgium to the United States and the world. On a trip to Belgium, Margaret Rudkin, the founder of Pepperidge Farm, discovered a line of premium cookies being produced by Delacre Company. She reached an agreement with the Belgian company to produce and sell the delicate European-style cookies under the Pepperidge Farm banner. This line would later be headed by the popular Milano cookie.

Source: Diplom.org