The Italy international has voiced his concerns with the Rossoneri's recent form after their home defeat to Napoli at the weekend - their second in just four league games
The San Siro side were beaten 2-1 by Napoli at the weekend and currently sit only 11th in the league table, with just four points from their opening four games in their domestic campaign.
"We have only four points and have a lot of work to do. We have to start winning games, starting with the match against Bologna on Wednesday," Abate told the official Milan website.
"Compared to the start of last season, we have more identity but maybe we're missing a bit of competitiveness.
"I think we have some work to do with our self-confidence as well as this team really has quality. We just have to be more cynical."
Milan's midweek trip to Bologna is followed by a home clash with Sampdoria on Saturday.