Milan's winless Serie A run stretched to five matches on Saturday as they suffered a 3-1 loss at Lazio.
Defender Philippe Mexes was sent off late in the encounter after clashing with several Lazio players.
The recent results have seen Milan slip to ninth in the league, eight points behind third-placed Lazio - who occupy the final UEFA Champions League spot.
Inzaghi said he would need to make changes, with his side facing Lazio in the Coppa Italia quarter-finals on Tuesday.
"We suffered in the first half. It’s a moment in which everything is that more difficult," he told a media conference.
"I say that luckily we play Lazio again on Tuesday as it gives us the chance to bounce back.
"The players all gave the best that they had. We have to come up with solutions [and] we have to think about offering something different because what we're doing isn't enough.
"The squad aren't afraid, but in the difficult moments some insecurities creep in.
"We have to improve as soon as possible and have to find something different in the way we play."
Manchester United eyeing surprise move for AC Milan star for whom tension in Italy is growing: report
‘Even though Kevin Keegan was my boyhood hero, we never really saw eye-to-eye. That was an underwhelming time for me – I felt on the outside’: Newcastle cult hero reveals disappointment over how things went under King Kev
