"We are a little annoyed because it had not snowed in Rome in years," he told Milan's TV channel. "We’ve worked in the gym, but I’d have preferred us to work on the pitch."
Gattuso, who was angry even after his team won 3-0 away to Ludogorets Razgrad in the Europa League earlier this month, has sparked a revival in his three months at Milan.
His side are unbeaten in their last 12 matches in all competitions and have won their last five.
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After winning 2-0 at AS Roma on Sunday, they return to the Stadio Olimpico on Wednesday to face Lazio in a Coppa Italia semi-final second leg tie.
"The last win helps us to feel confident but we have several tough matches ahead of us. We must recover our energy and think about our upcoming games," he said.
"We have to show we are ready for the big matches as we have been doing during the last months....What we've done is important but is in the past. Now we have to look forward."
(Reporting by Brian HomewoodEditing by Amlan Chakraborty)
