The Dutchman fears that anything but a victory for the Rossoneri on Tuesday could lead to a supporter backlash, and is therefore only interested in picking up all three points
The Serie A giants have already lost two of their first three matches this season, but now have the chance to make amends for their disappointing start to the season against the Belgian champions on Tuesday.
Their precarious position has not gone unnoticed by the Netherlands international, who has warned his team-mates to fear the worst if they do not live up to expectations at San Siro.
"Against Anderlecht we must win, otherwise all hell will break loose," Emanuelson told the Belgian press.
"We can now take revenge against Anderlecht, and we need to get our feelgood factor back."
Emanuelson has experience of playing Anderlecht in European competition with Ajax, but while he acknowledges the current side is different to the one he faced previously, he still anticipates a similar kind of threat.
"A few years ago, I played against Anderlecht in the Europa League with Ajax. Romelu Lukaku was there then," the versatile midfielder added.
"I think this team has changed considerably since then, but I know them a bit, such as [Bram] Nuytinck from NEC. Plus, I saw their play-off against AEL Limassol."