Eusebio Di Francesco's side stunned San Siro last week as goals from Nicola Sansone and Simone Zaza overturned Andrea Poli's early opener to secure a famous Serie A triumph.
Hopes that an impressive friendly victory over Real Madrid during the mid-season break might lend fresh impetus to Milan's ailing campaign appeared yet more fanciful when they followed up the Sassuolo reverse with a 1-1 draw at Torino on Saturday.
Once again, Filippo Inzaghi's team led in the opening stages, with Jeremy Menez netting a third-minute penalty. But Mattia De Sciglio's 45th-minute red card hindered their efforts before Kamil Glik earned a share of the spoils for the Turin club.
The result left Milan eighth in Serie A and a prolonged run in a competition they have won on five occasions - the last of these coming via a 6-3 aggregate win over Roma in the 2003 final - would help to illuminate what has been a testing first season at the helm for Inzaghi.
Alessio Cerci could feature in the starting XI for the first time since joining Milan on loan from Atletico Madrid. The Italy international winger was an unused substitute against former club Torino having appeared from the bench in the Sassuolo defeat.
De Scigilio's absence through suspension could mean a start for Ignazio Abate and the defender is keen for Milan to hold onto the advantages they have carved out for themselves recently.
The 28-year-old told the club's official website: "After taking the lead in the past two matches, we should have wrapped up the wins. We must improve on this.
"Against Sassuolo we also started well. We’re the ones who give confidence to our opponents. We're not able to kill off matches and all of this means we're unable to bring home the three points.
"We have to be very honest. We can do more. The fans are right. On Tuesday we have an important goal. It's a big test and we have to win."
Sassuolo backed up their San Siro win with a 1-1 draw at home to Udinese on Saturday - Zaza on target once more to open the scoring with his eighth goal of the season and fifth in as many matches.
Sansone will hope for a return to Di Francesco's starting line-up after a knock sustained at San Siro restricted him to a substitute's role at the weekend, while defender Federico Peluso is also battling to return from a minor injury.
Playmaker Saphir Taider, on loan at Sassuolo from Inter, will miss the match as he is on international duty with Algeria at the Africa Cup of Nations.
