The Frenchman has little doubt that the club will overcome their difficulties and challenge for top honours again
The Serie A outfit have been struggling during pre-season as they were heavily beaten by Olympiakos and Manchester City, yet Mexes has little doubt that things will eventually come good for Milan.
"In my opinion, even if the results say otherwise, we are on the right track," Mexes told Gazzetta dello Sport.
"During training I see great will and commitment on the part of all. We want to follow the path Inzaghi tells us. I believe that with his ideas and the respect that Inzaghi commands the basics are there to improve.
"We must not forget that Inzaghi has just arrived. He is absolutely not guilty of what happened, the players are responsible, it is our fault that the coaches tell you how to play and then you do not know to put it into practice.
"It is clear that we cannot be happy because defeats for a team like Milan are never nice to digest, but we know where to improve."
Milan start their 2014-15 Serie A campaign with a home match against Lazio on August 31.