Milan will face the Biancocelesti on the back of consecutive league defeats at Torino and Bologna over the past week, while it also went out of the UEFA Champions League with a 2-1 aggregate defeat to Feyenoord in the play-off round.

"We are aware of the moment, of what happened both because of our mistakes and what we can't control," Conceicao said.

"We can't cling to bad luck but we can work on what's wrong and on the mistakes we make, and bring results."

Milan's Serie A top-four hopes were dealt a significant blow when it lost 2-1 at Bologna on Friday (AEDT) after the hosts fought back from a goal down.

"I saw positive things in the first half in Bologna," Conceicao said.

"We conceded a goal that wasn't right, there was a handball. (But) we shouldn't cling to that, we weren't up to par after this episode. We need more lightness, more balance."

Milan has struggled for consistency this season, only once winning three Serie A games in a row. It is currently eighth on the table after 26 games, 17 points off leader Inter Milan.

"The physical trainer tells me that the data is at 100 per cent but I want it to be 150 per cent," Conceicao said.

"Probably in all moments we need to go further. If we want to play in a certain way, we need changes of pace, acceleration, sprints."

Emotions will run high when Milan welcomes fifth-placed Lazio, where the Portuguese manager played for three years across two spells.

Conceicao was a Lazio player from 1998 to 2000 and from 2003 to 2004, helping it win six trophies including a Serie A title and two Coppa Italia triumphs.

"The human being is full of memories, it's normal. But even if my parents were there tomorrow to play for Lazio, I play to win," Conceicao said.