The Rossoneri are currently four points clear of the Bianconeri at the top of the table, but were dumped out of the Coppa Italia by Antonio Conte's men in Turin on Tuesday night.
However, given that they had been leading after 90 minutes and were only eliminated on account of Mirko Vucinic's extra-time thunderbolt, Milan's sense of superiority has not been shaken, according to their teenage forward.
“We are aware that we are a good team,” El Shaarawy told Sky Sport 24. “We are doing very well in the league, battling against Juventus, but in terms of quality we feel superior.
"Now we need three points against Roma [on Saturday] because then it will not be easy in Catania [the following weekend], on a field where many great men have suffered.
“We have to win every game, really. We are satisfied, however, with the performance in the Coppa Italia against Juventus, playing in front of their fans, who are an extra weapon.
“We were happy with the result, but not that we were eliminated. Now, though, we must think of the two other objectives that are the Champions League and Scudetto.”
On a personal level, El Shaarawy proclaimed himself satisfied with his performances this term, even though he has netted just twice in Serie A.
“I’m happy with my season at Milan, even if more goals would make me happier," he mused. "I’m having many opportunities to play and now I’m settled.
"And I love playing with [Zlatan] Ibrahimovic, although he is a very demanding champion."
Milan's meeting with Roma at San Siro gets underway at 18:00.
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