Inzaghi plied his trade in Serie A from 1995-2012, including 11 straight seasons at the San Siro to complete a decorated career - which featured three Serie A titles and two UEFA Champions League crowns.
The former striker, 41, said Roma - second in the league, four points behind Juventus - are a tough prospect, especially in the Italian capital.
"I know what it means to play at the Olimpico, I know how the atmosphere will feel like," Inzaghi said.
"We are ready, I can see that my players are very motivated to do well in this game and they are looking forward to it.
"We are all aware of Roma's strength but I am very calm because I am confident that we'll play a good game.
"Then if Roma will be stronger we'll shake their hands but at the moment in order to prevail against this Milan side they will also need to step up a gear and play a good match."
Inzaghi said Rudi Garcia's men showed their prowess in the Champions League despite their group-stage exit, but claimed Milan - who are seventh, 15 points behind Juve - must take winning ambitions south on Saturday.
"Everyone would like to play against Roma at the Stadio Olimpico," Inzaghi said.
"We are talking about one of the strongest team in Italy.
"Unfortunately they did not progress in the Champions League after losing against Bayern Munich and Manchester City, but they got one point when playing in Manchester.
"We know the match will be a difficult one, but an ambitious team like Milan must go to Rome to get the victory.
"As I said before when talking about the game against Napoli, we must have a further gear in several aspects. This means that we will have to play a perfect game and we have to show great determination.
"We are Milan and we are not scared of anyone. Hopefully we will play a great game."
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