Milan suffered a fourth straight defeat in all competitions at San Siro after supporters known as the Ultras held banners aloft and jeered the players' coach prior to the game.
Donadoni, who won six Serie A titles and three European Cups during his two stints at Milan, expected a backlash from fans but believes the club must unite.
"It's disappointing, but clearly when a side like Milan is in this position (11th) in the table, you can expect some protests," he said.
"I believe the fans ought to help the team get back on its feet. I realise that's not easy, but calm is the only way to go forward."
Former Milan forward Antonio Cassano scored a brace for the visitors after goalkeeper Christian Abbiati was shown an early red card, but goals from Adil Rami and Mario Balotelli looked to have rescued a point.
Amauri and Jonathan Biabian then ensured a dark day for Milan.
Cassano now has 11 Serie A goals for the season and Donadoni revealed how he is going about getting the best out of the striker.
"It takes common sense. Of course if everyone thinks they are right and won’t even listen to other options, then they will end up clashing," he said.
"It just requires a little common sense and an open mind. Antonio knows that he has to play that role wherever I place him on the field. If he accepts those conditions, then it goes well. If he doesn't, then he's in trouble."
