Zlatan Ibrahimovic's brace and a stoppage-time effort from Jens Petter Hauge condemned Napoli to their third loss in the Italian top-flight this season.
They welcome Rijeka to the Stadio San Paolo for their Uefa Europa League encounter on Thursday and the Senegalese centre-back is upbeat about the team's ability to bounce back to winning ways.
Koulibaly said in a press conference; "We're all united and 100% behind the coach. We're upset about losing on Sunday and the criticism we've come in for.
"We didn't afford Milan that many chances but unfortunately [Zlatan] Ibrahimovic made the most of the few he had. I've heard a lot of things said about us but we want to show that we're united and can bounce back.
"We know what we did wrong and we're working to iron out our mistakes and become better. We need to acquire a winning mentality and see this criticism as an incentive so that we can respond on the pitch.
“We're totally behind the boss. We're following his instructions and we're sure we're on the right path. We want to produce a great performance tomorrow and then get back on track in the league on Sunday.”
Nigeria's Victor Osimhen is expected to miss Thursday's outing as he continues his recovery from a dislocated shoulder he suffered during the last international break.
He continued his therapy session with gym work on Wednesday.