Milan let a one-goal lead slip as they were held to a 1-1 Serie A draw by Empoli on Sunday, leaving them with just one win from their last six matches in all competitions.
Inzaghi - who confirmed a broken nose had led to defender Alex's early withdrawal during the match - credited Empoli for a spirited performance, but felt his side should have done better.
"We are in a complicated period," he said. "We lost a player [Alex] after a few minutes and this did not allow me to make the changes [I wanted to make].
"Empoli are a really good team - it was a balanced game."
Inzaghi, whose side left the field to the sound of jeers from home fans, will now come under increasing pressure, but the coach insists they are improving.
"We are growing," he added. "We are trying to find a new system and many players are returning.
"They are constantly having to change training, but surely we will improve.
"More than anything we need to work on the mental side.
"Now it is not easy to play at San Siro. We must try to turn those boos into cheers."
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