After a second season of frustration at San Siro there is still a chance Inzaghi could slightly lift the gloom by qualifying for the UEFA Europa League.
However, they sit in eighth and are nine points adrift of Napoli in the final European berth, so Inzaghi knows it is imperative they win in Sicily this weekend.
"It's a tricky race [for Europe] but if we have ambitions [to make it] we have to win in Palermo and we have prepared for it," he said on Friday.
"We must follow the performance against Cagliari, we come into the game after two good performances, now we have a pretty important test.
"We have to get three points at all costs, because a victory there would make a nice leap forward."
Milan's preparations have been disrupted by an injury to Keisuke Honda, though.
"Yesterday, Honda sustained a sprained ankle," added Inzaghi. "Unfortunately we'll lose him for a few weeks.
"We will miss him a lot because he is undervalued in Italy. He is a player who fits in very well and has great intelligence.
"We are sorry to lose him, but in that role we also have Suso, [Alessio] Cerci and [Giacomo] Bonaventura."
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