The reigning Russian champions have also been drawn with Anderlecht and Malaga but the 53-year-old was adamant that no team can be assured of qualification.
|FROM RUSSIA WITH SILVERWARE|
|50/1||Zenit St Petersburg are 50/1 with Bet365 to win the Champions League this season|
"Are Milan the favourites? I expect a balanced group, which makes things more complicated," Spalletti told Sky Sport Italia.
"In the time I've worked in Russia we have made the most of our capabilities and managed to win some trophies.
"With the Champions League, we'll have to work even harder. This is why we signed Hulk and Alex Witsel, as they are important additions to the existing squad."
Zenit begin their Group C campaign with a visit to La Roselada to face Malaga on Tuesday September 19th.