Vincenzo Montella has appealed for support from AC Milan's frustrated fans as his players learn to cope with the expectations attached to the historic club.

Milan were jeered off at San Siro following an underwhelming 0-0 draw against AEK Athens in the Europa League on Thursday.

The disappointing display compounded a string of three consecutive losses in Serie A, a poor run punctuated by the 3-2 derby defeat against Inter.

But an under-fire Montella insists his squad, which was overhauled in the off-season, can turn their fortunes around with the backing of the supporters.

"I think the disappointment and sense of irritation in the stadium was felt by the team and it was due to the three Serie A defeats rather than the performance itself," Montella told Sky Sport Italia.

"We created many chances and didn't finish them off against a good side.

"I urge the fans and the club to stand by us and above all these players, who need to be embraced more than jeered during this difficult time.

"I see the lads want to do more, they want to prove they belong at Milan and that is creating a psychological block. It is my job to unblock it.

"It is a growth process and I am convinced we will get there because most of these players have never worn a jersey like this before and the situation is making them struggle to express themselves."

However, Milan midfielder Manuel Locatelli claimed the home crowd was right to voice its displeasure with Thursday's result.

"The fans have every reason to jeer," the 19-year-old said.

"We are a great team but we have got to prove it. We have got the quality - we need to prove it on the field and try not to disappoint our fans."