Mihajlovic angry with Lopez over red card
With 18 minutes to go and Samp already trailing 2-0 thanks to goals from Adel Taarabt and Adil Rami, Lopez was shown two cautions for dissent in quick succession and was sent from the field.
Having only been introduced to the action 15 minutes earlier as the hosts chased the game, Mihajlovic was annoyed with the Argentine for failing to channel his frustration.
"Maxi Lopez's red card makes me very angry," he told Rai Sport.
"My player cannot get himself sent off like that. You cannot make a gesture like that.
"It is not on to lose your concentration. The referee knows what he must do but we cannot let that affect us.
"Milan were just the better team. Anyone can lose a game but we need to look at how it happened.
"Today it happened with us giving our all."