Goals from Carlos Bacca and Keisuke Honda secured a 2-1 victory for the Rossoneri, but on-loan Liverpool striker Balotelli has been criticised for not putting enough effort in.
And Mihajlovic singled out the Italy international, as well as some of his team-mates, as players who may not be selected again while he is in charge.
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"We had to win and we did it. It was a good performance and we hardly ever ran risks," he told Mediaset Premium.
"We should've scored a third goal and not risked at the end. It is also my fault, as those who don't sacrifice themselves for the team to the 94th minute will no longer set foot on the field.
"It wasn't just Balotelli, there were another two or three as well as him, they know who I'm talking about."