Stefano Pioli was left wishing Milan capitalised further against 10-man Napoli but insisted no first-leg result would ensure progression to the Champions League semi-final.
Ismael Bennacer's first goal in UEFA's top club competition proved the difference on Wednesday at San Siro as Milan secured a 1-0 lead to defend in Naples in eight days' time.
The Rossoneri perhaps could have compounded Napoli's misery, though, as Milan played the last 15 minutes with a one-man advantage following Frank Anguissa's dismissal for two quickfire bookable offences.
Milan have progressed from seven of their previous nine two-legged ties in the Champions League knockout stages after winning the first clash, though Pioli suggested Napoli could overturn any given deficit.
The Milan coach told Amazon Prime Video: "Napoli got off to a better start than us, we started badly at the beginning, they were more aggressive.
"Then we had a good game, we regret not taking advantage of the numerical superiority in the final [stages].
"It's a result that gives us a chance to go through. No result would have guaranteed qualification.
"Now we will go to Naples with confidence and concentration, we know the difficulties we will encounter."
Milan will head to the Diego Armando Maradona Stadium for Tuesday's quarter-final second leg buoyed with confidence from an impressive record against Napoli this season.
Pioli's side have inflicted two of Napoli's five defeats this term, with Milan the only team to beat the Serie A leaders more than once in the 2022-23 campaign.
The Rossoneri are also the only side to stop Napoli scoring in two separate games this term, keeping Luciano Spalletti's men at bay in Europe and a 4-0 thrashing of the Partenopei in Naples just 10 days ago.
Spalletti will hope for key striker Victor Osimhen to return from injury in time for the return leg, where Bennacer vowed Milan will "work even harder".
"We played well, we tried to do what the coach asked us and it worked," the Algeria international told Amazon Prime Video.
"There's still one game left, we'll play [Bologna] in-between, we have to recover as best we can.
"Today we had a good attitude. We suffered, then we settled well, we were good man-for-man."