The Rossoneri's squad was weakened in the summer following the loss of a number of key players, and they have won just two Serie A matches in the new campaign to date.
"We are going through a very difficult moment. We knew that it would not be easy following the departure of so many players, but we never expected things to be this difficult," Amelia told Sky Sport Italia.
"We have to roll up our sleeves, work hard, and try to climb up the table. Qualification for the knockout stages of the Champions League is an absolute must, and we have to try and get as many points as possible in Serie A."
Milan sit 15th in Serie A with just seven points from eight games.