An inability to concentrate for 90 minutes is the reason for Milan's inconsistent showings in Serie A this season, according to captain Riccardo Montolivo.
The 2014-15 campaign has been somewhat up and down for a Milan side aiming to return to the UEFA Champions League in Filippo Inzaghi's first season as head coach.
Milan currently sit eighth in Serie A, just five points adrift of third-placed Napoli.
However, Milan's difficulty this term has been putting together a string of victories with the team having drawn eight and lost four of their 18 league games.
And midfielder Montolivio believes the side must show better mental attributes to compete with the best in Italy.
"Juventus and Roma are stronger, but with a workmanlike spirit and improving above all psychologically, we can compete with anybody else," Montolivo told Gazzetta dello Sport.
"Our problem is in our minds. We're unable to remain focused for 90 minutes and this is the difference between a great side and one who just have great players.
"We must not concede anything to anybody anymore, not even in training. We need to put the fighting gloves on. We have what it takes to finish third."
Milan welcome Atalanta to San Siro on Sunday aiming for a first league victory of 2015.
