It was a day to forget for head coach Vincenzo Montella and Milan, who were well below their best in a 2-0 loss away from home in Serie A.
Duvan Zapata and substitute Ricky Alvarez condemned Milan to their second loss of the season, having been humbled 4-1 by Lazio earlier in September.
After a drastic and expensive overhaul of the squad during the off-season, which saw the likes of Leonardo Bonucci, Lucas Biglia, Andre Silva and Hakan Calhanoglu arrive at San Siro among others, Fassone said he expects much more, with Milan already six points behind reigning champions Juventus and Napoli.
"Confidence does not come from one day to the next, but from results," Fassone said. "There should have been confidence but we didn't see it on the pitch. I hope it comes soon.
"I don't know whether it's a question of playing against a good team. I don't think Samp are of our level, [Marco] Giampaolo has done very well.
"I congratulate him, but Milan are stronger than Samp and need to approach the match in a different way.
"We've had some alarm bells, we are angry and I have come to talk because these defeats should not be considered as routine. Milan should not lose against opponents considered weaker than ourselves."
Fassone added: "After this defeat, Montella and [sporting director Massimiliano] Mirabelli will review the tactics and technical aspects of the team. From my point of view, as an outsider, the thing that I disliked the most was the team spirit shown by AC Milan during the first 60 minutes of the game.
"This is not AC Milan's spirit. There is a simple solution to this: we need to face each other and understand together that we are AC Milan, that we are wearing an important jersey."