"We must embrace the certainties we have and not let ourselves be conditioned by this result," the Brazilian told reporters after United cruised to a 4-0 victory at Old Trafford on Wednesday to win the last-16 tie 7-2 on aggregate.
"This team doesn't need transforming. We just have to be smart not to allow this fall to affect our goals in Serie A.
"We are still second in the league, four points behind Inter Milan," added Leonardo who is in his debut season in the dugout.
"We think Italian teams are at an advantage when it comes to tactics but this time Ferguson got every move right," former Italy keeper Luca Marchigiani told Sky television.
"Those moves mark the difference between a coach and a great coach."
Giving the tireless Park Ji-Sung the task of keeping tabs on Andrea Pirlo stifled much of Milan's creative thrust while United stalwart Gary Neville was equally effective in marking Ronaldinho.
"Leo got everything wrong," said the front page of La Gazzetta dello Sport.
Wednesday's result aside, the Brazilian has performed well after a poor start to the season.
"Leonardo has accompanied this team with some fascinating and brave experiments and, sometimes, with some naive and reckless decisions," said La Repubblica.
"It's not a foregone conclusion he will remain as coach next season."
Italy is now looking to Mourinho's side for salvation, with Inter getting ready to defend a 2-1 first-leg lead at his former club Chelsea in their last-16 tie on Tuesday.
"We are on the borderline," read an editorial in Gazzetta. "There's our UEFA ranking to defend tooth and nail.
"Maybe closing their eyes and holding their noses, Milan and Juventus fans and others will be forced to support Inter. Now like never before Inter means Italy."
