The Rossoneri are currently just a point above Fiorentina in third in the league table and seven points behind second-placed Napoli.
"We are not worried," he told Sky Sport Italia. "We have lost our first game of the year. Now we must try to do well in the next games to hold onto third place.
"We know that Fiorentina are a good side. We threw away a match point by not winning in Florence despite being 2-0 up. Now our calendar becomes easier. I am confident."
Milan lost 1-0 to Juventus in Turin in Serie A in what was their first defeat in 2013.