The Colombian defender remains optimistic about the Rossoneri's chances of making the last eight of the Champions League, despiting losing the first leg 1-0 at San Siro
The Rossoneri were beaten 1-0 at San Siro last month following Diego Costa's second-half goal, but Zapata refuses to give up just yet and he has little doubt Milan can cause Atleti problems in the return on March 11.
"A win against Udinese at the weekend would give us some calm ahead of the trip to Spain for the match to get through to the next round of the Champions League," the defender told Milan Channel.
"It’ll be very difficult in Madrid, but we’ll be looking to play aggressive football and win the match.
"We have 90 minutes to do it in and we showed at the San Siro that we can cause them problems.
"We have to play like we did in the first leg, but this time we need to score."
Zapata then briefly discussed the work of Clarence Seedorf since the Dutchman replaced Massimiliano Allegri as Milan's head coach and he feels they have already made plenty of progress under their new boss.
"The coach has done well and you can see that we’re improving game by game, which is thanks to him."