The Italy international was proud of the 10-man Rossoneri's spirited showing at San Siro, as they qualified for the round of 16 with a scoreless draw with the Dutch champion.
The Rossoneri were reduced to 10 men midway through the first half when Riccardo Montolivo received his marching orders for a reckless tackle on Christian Poulsen, but Massimiliano Allegri's men managed to hold on to claim the point they needed to reach the next round at their opponent's expense.
"We had to go through a lot, especially after the sending off. We had to defend and we showed great character," Balotelli told reporters. "It was difficult to score and the only way to get the result was to defend well. It depends from game to game, but Wednesday we were forced to defend with 10 men.
"We are a good group and we are showing it in every game. It was a very good duel against Ajax."
Balotelli then stressed that Milan now needs to address its dismal Serie A form, with the Rossoneri currently ninth in the standings after a dreadful start to the season.
"We have done well in Europe but now we must do well in the domestic league," the former Manchester City forward declared.