The 40-year-old can't imagine Europe's elite competition without the presence of the Rossoneri this season
The Rossoneri face PSV Eindhoven in the preliminary stages of the continent's elite tournament on Tuesday, before welcoming Phillip Cocu's men to San Siro eight days later.
And the 40-year-old, who won the competition twice in his 11-year stint with the club, says failure is not an option for the seven-time champions of Europe.
"This is a very important week for all of us Milan fans. It will be tough, but we are Milan and I hope we can qualify," he told Sky Sport Italia.
"We cannot underestimate PSV because they are a young team with great potential, but it is very important Milan qualify. We cannot be eliminated from the Champions League."
Milan secured their passage to this stage of the tournament on the final day of last season at the expense of Fiorentina.