Ambrosini has been at Milan since 1995 when Fabio Capello was in charge of the then European champions, but after their worst start to a season since the 1940s Massimo Allegri is battling to keep his job.
“This is the toughest moment I have experienced at Milan, but it mustn’t frighten us too much,” said the Milan captain ahead of their Champions League game with Malaga.
“We must be concerned and be self-critical, but also have faith in our abilities and restart from there. It is only normal that at a time like this there will be a sense of worry in the locker room, but we need the strength to analyse what is happening and where we went wrong on an individual level.
“We’ve got to have faith in our teammates and the Coach. Victories help self-confidence to grow and this team really needs it.”