Riccardo Montolivo admits fitness is an issue for Milan against PSV, so they must “improve all round for the second leg.”
The Rossoneri earned a 1-1 draw in Eindhoven  and the Champions League play-off will be decided on August 28.
“We suffered their sharpness and intensity for almost the entire match, though we did better in the second half,” the midfielder told Sky Sport Italia.
“We were a little tighter after the break, but clearly need to improve all round for the second leg.
“It’s a shame, as we had taken the lead and could’ve been a bit more clinical to hold on to it, but the draw is still a good result.”
Mario Balotelli played his first European game in a Milan jersey, as when he arrived in January he was cup-tied.
“Since Mario arrived in January he has been incredibly consistent in terms of goals and performance, so of course he’s important for us.
“Compared to last season we are at a more advanced stage, as the players already know each other. We need to improve match fitness, but that’s only to be expected.
“I think it is an advantage that we have more or less the same side as last season. This time last year we were a work in progress, so we hope this time to avoid that rough start.”
With Massimo Ambrosini’s move to Fiorentina, Montolivo is the new Milan captain.
“It is a great honour and responsibility to wear the captain’s armband. I wore it a few times last season and it was an amazing feeling.”