The Rossoneri had started their season with two victories, but that run was brought to an end on Saturday evening as they fell to a 1-0 defeat against the Bianconeri.
"I was angry because we really hoped that we'd be up to the level of an extraordinary team," Inzaghi told Sky Sport Italia. "I told the players I am satisfied, as after two rounds we can't be on the same level as one of the strongest teams in Europe.
"Tonight should give us the awareness that taking it one game at a time we can grow and get closer to Juve and Roma, who have something more than the others."
Milan return to action when they visit Empoli in Serie A on Tuesday evening.