The French defender has urged his colleagues to remain focused on continuing their good run of form ahead of Sunday's Derby della Madonnina with Inter
"It was satisfying to beat Barcelona, but we still haven’t done anything yet," the former Roma man told Milan Channel.
"We have to focus on our upcoming fixtures in the league. We still have to try and win something.The most difficult thing to handle now is the euphoria resulting from Wednesday's game.
"We are aware that the derby is crucial for the championship and Sunday we will do everything to win."
Mexes went on to discuss his burgeoning centre-back partnership with Cristian Zapata, and warned Inter that Mario Balotelli will be a threat on Sunday.
"We have a great understanding. But, there is also [Mario] Yepes and [Daniele] Bonera. Competition between us is beautiful because it is healthy.
"[Rodrigo] Palacio and [Antonio] Cassano are two good players and we have to be careful. Whoever makes the fewest mistakes will win.
“Former Inter striker Balotelli? He’s now at Milan and he’ll be a danger for the Nerazzurri.”