Milan need only a draw to qualify for the second round, but De Sciglio has said that they must be at their best even to get the point required.
"Games that can get you through to the final 16 in the Champions League are always important," he told reporters before the game.
"We're focused and we want to get through to the next round. We definitely can't take to the pitch looking for a draw as that would put qualification at risk.
"They're a good team and they play good football. We'll have to be very attentive."
Milan are currently a point ahead of Ajax and two behind Barcelona.