Pioli believes the Rossoneri must start doing things right in order to secure a spot for next season’s UEFA Champions League.
AC Milan could not put the defeat against Sassuolo behind them as they got hammered at the Stadio Olimpico by Simone Inzaghi’s men, thanks to Ciro Immobile and Joaquin Correa’s brace.
After leading the Serie A table for the first round of the season and early part of January, AC Milan now sit fifth with 66 points and are facing an uphill battle to secure top four.
“We are a strong team and we need to react quickly, because this is a painful defeat,” the Italian coach said.
“It’s not an issue of fear, but if you go down early against a side like Lazio, you allow them to defend and counter, which is their wheelhouse.
“We needed to either keep it on level terms or try to take the lead. We had chances, we were very close to getting back into it, and the second goal made it even more difficult.
“We need to do better in order to end our season on the right note, because we don’t want it to end with disappointment. The players are as disappointed as I am, because it was an important match. It wasn’t an awful performance, but we do need to do better.”