Stefano Pioli insists Milan are focusing only on the first leg of their Europa League tie with Red Star Belgrade, despite a huge derby with Inter coming up this weekend.
The Rossoneri have slipped off top spot in Serie A, with Saturday's surprise loss away to Spezia allowing their city rivals to take over at the summit.
Next up in the league is a showdown with Inter at San Siro on Sunday, though not before Milan travel to Belgrade to continue a European campaign that began way back in mid-September of last year.
Milan had to come through qualifying in the Europa League, needing a penalty shoot-out success over Rio Ave to make it to the group stage, and Pioli is determined to extend their run beyond the last 32.
"No one can ever forget all the joy and emotions brought by the win against Rio Ave, so we have to put on the pitch this joy and these emotions on Thursday," Pioli told the media ahead of Thursday's game against Red Star.
"We want to amaze in this competition too.
"We have lots of games ahead, all even more important and decisive, with the two legs of the last-32 tie being a knockout round.
"The coming Serie A games will be equally important with 16 games to go until the end of the league, plus, hopefully, we have 8-10 games left to play in the Europa League.
"Now is the moment to prove we're up to the task – but we have the quality to do so, with the desire to go to the end of both competitions."
Even with the setback against Spezia, Milan are on course to achieve their target of securing Champions League qualification through a top-four finish in Serie A.
The Europa League also offers an alternative route, so Pioli has no plans to prioritise one competition over the other at this stage of a demanding campaign.
"We're a team with a young average age and we need at certain stages to show our qualities, to grow and better understand situations that are different," he said.
"Even (technical director and club legend) Paolo Maldini not long ago stated that Milan needs two consecutive seasons in the Champions League to get back to its high standards. This is our objective.
"To achieve that, we can either win the Europa League or finish in the top four of the league. This is what we are focused on – and we will fight until the end to achieve it."
Demonstrating his commitment to the tie, Pioli has included Zlatan Ibrahimovic in the squad to travel to Belgrade, while Ante Rebic is also included after missing the Spezia defeat through injury.
Milan are looking to win three consecutive matches in a major UEFA European competition for the first time since a four-game streak between September and November 2008.