After seven games, they are stuck in mid-table where they have spent the last two seasons.
The seven-times European champions have lost four times already, failed to score in their last two games and have the second-worst defensive record in the league, with only debutantes Carpi having shipped more goals.
They visit Torino on Saturday (1845 GMT) with speculation already mounting over how long Mihajlovic can stay in a role which has claimed the scalps of former club favourites Clarence Seedorf and Filippo Inzaghi in the last 18 months.
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In his previous job, Mihaljovic used his considerable motivational powers to lift Sampdoria from relegation battlers to challengers for a Champions League place.
He is clearly hoping that same trick will work at Milan.
"I think we're subject to too many highs and lows. We have to find a solution and only by working hard and talking together can we find a way out of this situation," he said.
"The players we have brought in during the transfer window are important, some have come from foreign leagues and some are still young. They need time." For many observers, however, Milan's problems are more deep-rooted.
Over the last few seasons, Milan's leadership has often appeared rudderless, pledging faith in youth players while simultaneously signing players in the middle or latter stages of their careers.
The fans appear to have realised this and have tended to vent their wrath on long-serving chief executive Adriano Galliani rather than whoever is occupying the coach’s seat.
Forward Keisuke Honda offered a more in-depth analysis than his coach after the Napoli game.
"Milan have used countless players over the past few years...There are a lot of players who play international football, and they still can't perform when they join Milan," the Japan international told reporters.
"Looking at the past few years, I think it is clear this club cannot start over unless a lot of money is spent; you either do that, or you have to re-examine the structure of the club. Management, coach and fans must be aware of the situation."
"In order to change the club, we must change how everyone evaluates it, whether it be directors, coach, fans or media. If that doesn't happen, then five to 10 years are needed."
"I know I will be criticised because of my thoughts, but they are important for the future of this club. Milan's problems are clear, as they are always the same."
(Reporting by Brian Homewood; editing by Martyn Herman)
