The coach has come under fire after leading the Rossneri to their worst Serie A start in 30 years, leaving them 20 points adrift of league leaders and reigning champions Juventus.
The 46-year-old told Sky Italia: "I don't see why I should not be on the Milan bench in January. I still believe in Milan.
"It's normal that the coach is under scrutiny when results are not positive but you cannot think of what could have been but rather what can be.
"I see no reason why we cannot hit back and climb up in Serie A and reach the knockout round of the Champions League. We cannot forget that there is also the Coppa Italia competition to look forward to."
Milan face Celtic in the Champions League this evening.