Inzaghi, a former team-mate of Mexes during his playing days at Milan, has named the 32-year-old centre back in his XI just once this season, in Saturday's 2-2 draw at Sampdoria.
Mexes, though, is bullish about his situation and stated that Inzaghi faces a difficult task due to the size of the squad at San Siro.
"My relationship with him is like it was with [former coach] Clarence [Seedorf]," he told Sky Sport Italia.
"I played with him when he was a player and I have so much respect for him because he won so much, has so much experience and he transmits that, it's a strength.
"It's also hard when you have such a big squad, there are a lot of us, but what's important is to have a group which wants to win games.
"If you have that it shouldn't matter whether one guy or another plays."
Milan face city rivals Inter after the international break with both teams desperate for three points in the derby to kick-start their seasons.
Mexes believes the team are capable of triumphing in that game and improving on their current standing of seventh.
"We need to get as many points as possible," he added. "The team has ability to be higher in the table, we need to be closer to the top three.
"We've drawn so many times in games we should have won, we need to win to stay up there. We know we are a good team, and we can do better, we just lack a bit of steel.
"[The derby] will be a good game, but Milan will win if we have the attitude we've always had, with desire, determination and a little more ruthlessness."
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