A five-game losing streak has left Eusebio Di Francesco's side in the Serie A relegation zone and out of the Coppa Italia.
The goals have dried up completely since last month's 2-2 draw at Cagliari, when the top-flight newcomers surrendered maximum points despite leading by two goals with 17 minutes to play.
A run of 521 minutes without finding the net since then has suddenly put a different complexion on Sassuolo's campaign, which had looked a little more promising when they were just three points off ninth in late November.
This fixture marks the halfway stage of the league season and, while the hosts' struggles may have come as little surprise to most, Milan's poor form has been one of the major talking points.
Monday's 3-0 home win over Atalanta, inspired in part by Kaka's double, eased some of the gloom following the 1-0 loss to bitter rivals Inter before the mid-season break.
Coach Massimiliano Allegri has already confirmed that he will step down at the end of this term but his focus for now will be on rescuing a dismal season.
The three-point haul last time out lifted the San Siro outfit up to 11th but, with the club having only finished outside the top four once in the last 12 seasons, the supporters have far higher expectations.
And that has perhaps been a contributing factor to a dismal home record that has seen Milan claim just one league win in their own back yard.
Road trips have proved more fruitful and the visitors will be eyeing a fifth away triumph of the campaign in Serie A.
Sassuolo have the worst home record in the division, with eight matches yielding just seven points and eight goals.
Milan will look to some of their big-name players to turn things around, with Mario Balotelli having dismissed reports that he will leave in the January transfer window. The Italian will be bidding to add to his 11-goal tally in all competitions this term.
One player who is unlikely to be involved is back-up goalkeeper Marco Amelia, who requested a move away from the club on Friday.
