The Italians need to beat Swiss champions FC Zurich away in Group C to qualify for the knockout stage without having to depend on the result of the Olympique Marseille-Real Madrid tie.
Milan are second in the group with eight points, two behind Madrid and one ahead of the French side. Zurich have already been eliminated although their only win so far was away to Milan.
Milan got rave reviews after beating Sampdoria 3-0 at the weekend to slash Inter Milan's Serie A lead to four points.
"This is a very mature squad, there's enthusiasm but no euphoria," Leonardo told a media conference.
"I have no worries about the way the team is going to behave," added the Brazilian, who has survived a torrid start to his first coaching experience earlier this season.
"We have to keep our concentration and keep playing for 90 minutes. Our objective is the win which gives us the qualification."
"The important thing is that we just depend on ourselves."
"With or without the chance of qualifying, this is a match against AC Milan in the Champions League," said Challandes.
"Any Swiss player who needs motivation to play against Milan should go and do something else.
"We need to play a really good game, then we can say that we had a good Champions League even though we didn't qualify."
