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 was beaten 2-1 by Napoli at the weekend and currently sits only 11th in the league table, with just four points from its opening four games in the 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.