Milan saw their 100 percent record at the San Siro this season snapped after they were held to a 1-1 draw by a determined Catania outfit on Saturday.
The Rossoneri started brightly but were stunned 27 minutes into the game when Ciro Capuano made the most of a poor clearance to rifle home a volleyed finish from long range. Filippo Inzaghi leveled on the stroke of half time as he stabbed home a splendid assist from Ronaldinho in the six yard box.
Milan threw everything at the visitors after the break but they lacked the luck to find the winning goal.
"It is always difficult when an opponent defends en masse," Ronaldinho told Sky TV.
"We've wasted an opportunity and it's two points lost but if we carry on like this we'll soon succeed even if at the moment things aren't going our way."
Milan, third last term and without a scudetto since 2004, beat Lecce 4-0 in their season opener under new boss Massimiliano Allegri but have since stuttered.
They lost 2-0 at promoted Cesena last weekend before struggling to beat Auxerre 2-0 at the San Siro in their first Champions League group game on Wednesday.