The Rossoneri slumped to the bottom of Group F with a 3-0 defeat to Paris Saint Germain at the Parc Des Princes on Wednesday.
Milan have only two points on board and have failed to score in each of their last five Champions League games.
"We have to focus on the next game. We're not out of it yet, we just need to string a couple of wins together," Pulisic told CBS Sports.
"We've had some tough games in some tough stadiums but that's no excuse, we need to turn it around and we need to win."
"It's on us, we just have to keep working. I guess it's just not flowing right now but it will come again."
"I think we just have to keep our heads up. It doesn't feel like a game we should lose 3-0, I think is the message. We were in the game for most of it and just let it slip away from us.
"We'll be fine going forward, we're a confident bunch of guys. The good thing with this schedule is we have another game in a couple of days, and we can rebound."
AC Milan are back in action against Napoli in Serie A on Sunday.
