Mihajlovic watched on last weekend as his side were swept aside 3-0 by Roma, a result which left them 12th in the table.
They remain nine points clear of the bottom three but the 45-year-old was less than pleased with the display, despite their relative safety.
"I really did not like the attitude of the team in Rome," he said.
"Our mentality was lacking. It can happen to lose the way we did against Juventus and Napoli, but the defeat to Roma really stuck in my craw.
"I hope to see a reaction (against Milan). At times it is good to get angry and I hope the team learned their lesson.
"What angered me was the performance rather than the result, as the side didn't look aggressive, concentrated or convinced of what it was doing.
"We cannot afford to take time outs like the big clubs do.
"We've got to get straight back on to the right path against Milan. If the team performs, then the results follow as a consequence."
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