Wednesday's shock 1-0 home loss to FC Zurich in the Champions League has taken the club to new depths after an already shaky start to the campaign under the rookie Brazilian.
A half-empty San Siro still managed a loud cacophony of disapproval at half-time but the end was met with resigned silence.
Some fans have called on owner and Italian Prime Minister Silvio Berlusconi to sell the club, with media reports saying Arab investors were among those interested.
"Following the umpteenth press story, Fininvest denies again...that there is any plan to sell all or part of AC Milan," a statement from Fininvest, the Berlusconi family holding company, said on Thursday.
Milan were also quick to deny rumours about Leonardo's future, confirming him in his post on Wednesday despite only one home goal so far this term.
An ageing squad along with a lack of top quality new recruits has been partly to blame for Milan earning just eight points from six Serie A games.
Atalanta have picked up two points under new coach Antonio Conte and Bergamo is never an easy place to dig out a result.
Like Leonardo, Napoli coach and former Milan midfielder Roberto Donadoni has had an inconsistent start and is still under pressure despite last weekend's 2-1 win over Siena.
Sporting director Pierpaolo Marino left following the game with president Aurelio De Laurentiis berating his close-season transfer dealings while the colourful film producer has been quoted as saying Donadoni has until October 6 to convince him.
That means the former Italy coach just has Sunday's trip to AS Roma to shine.
Injury-prone Diego limped out of Juventus's 0-0 draw at Bayern Munich on Wednesday and could miss Sunday's game at Palermo while striker Diego Milito is a doubt for Inter Milan's home match with Udinese on Saturday.
Leaders Sampdoria host promoted Parma on Sunday.
