The Rossoneri have turned their attention to the continental competition after a 2-1 Serie A victory against Roma at the weekend, which has provisionally seen them go seven points clear of rivals Juventus at the top of the table.
"We must stop thinking that we can make mistakes," Ambrosini told Sky Sport Italia. "Otherwise, you unconsciously get the idea in your head that you can afford to lose games.
"Barcelona are the strongest side in the world, it does not take a magician to tell you that. It will be a very important and difficult match for us, but also one that will give us so much motivation.
"The Blaugrana have so many good players at their disposal that we have to give our best.”
The 34 year old then expressed his disappointment that Milan will be without Thiago Silva for the visit of Barcelona, after the defender picked up an injury against Roma.
"This is a heavy blow for us," Ambrosini noted.
Milan host Barcelona on Wednesday, with the return leg at Camp Nou scheduled for April 3.