Coach Filippo Inzaghi was bitterly disappointed after yet another defeat for Milan.
The Rossoneri crashed out of the Italian Cup after a narrow defeat at home against Lazio with the Italian saying that the focus will now be shifted to the championship and their quest to qualify for next season's Europa League or Champions League.
"I'm sorry we lost the game, we didn't deserve to lose," Inzaghi told RAI Sport.
"We're not doing what we're capable of doing, we hope to get back doing it as soon as possible.
"They told me it took [Sir Alex] Ferguson seven years to win his first trophy at Manchester. And [Roberto] Mancini is struggling.
"We know we have to improve and if the club gives me enough time to do it, we will back where we belong. But it will not be easy.
"We played a good game, we created chances and [Alessio] Cerci's disallowed goal was a dubious call. It seems that it's not just us needing to improve but certain episodes are going against us.
"We have to get back on winning terms, the Italian Cup is over but we have to qualify for Europe, it will be our objective from next Sunday.
"Don't want to make any excuses but we suffered a number of injuries and it wasn't easy, having to change players all the time. Someone like [Giacomo] Bonaventura, who is excellent to beat his man, would have been important tonight.
"But I hope the club gives me the opportunity to turn things around."
Asked if Philippe Mexes will play again for the club, the 41-year-old said: "Mexes gave me a lot.
"He made a mistake on Sunday and together with the club we decided not to use him tonight.
"He will sit out the next few games. What he did [against Lazio] was wrong, but it can happen. He will be back because his attitude [after what happened] was very good."