The O's were leading until Jim O'Brien's 91st-minute strike gave the Sky Blues a share of the spoils at Brisbane Road, but Milanese chose to look positively on his side's second half response, having trailed at the interval.
He told reporters: "We reacted well to going behind. It's very frustrating as we restricted them to so few chances. We put in great effort."
Orient are now just one point above the relegation zone, although they have a chance to put their indifferent league form behind them when they face Oldham Athletic in the FA Cup first round next weekend.