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Milan manager Gennaro Gattuso has claimed his side are lacking belief after they were beaten 2-1 in the UEFA Europa League by Real Betis at the San Siro.

Substitute Patrick Cutrone's late-effort wasn't enough to cancel-out strikes from Antonio Sanabria and Giovani Lo Celso, as Gattuso's side, who had Samu Castillejo sent off in injury-time, saw their perfect start to the competition come to an end.

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The Rossoneri came into the game off the back of a late Derby della Madonnina defeat to Inter at the weekend, and Gattuso suggested that may have contributed to their loss against the La Liga outfit.

Gattuso told Sky Sport Italia, via Gianluca DiMarzio: "We lost our way, today’s match was a struggle. We are losing our confidence and the team isn’t playing with a free mind."

Sanabria found the net for Betis in a first-half that should have seen the Spaniards open up a larger scoring-margin. Milan were exposed against Los Verdiblancos' wing-backs on several occasions and Gattuso voiced his frustrations at his side's defensive frailties.

"We saw our team in the last ten minutes and it could have been even worse. Betis dominated, we could have given up more goals, it’s the fragility that concerns me."

Milan fell behind in their last Europa League encounter against Olympiacos and Cutrone came off the bench to rescue the Italians on that occasion. However, despite reducing the deficit late-on against Betis, it wasn't enough and Gattuso took it upon himself to claim responsibility, while also hinting that it might be time for an alternative strategy.

"We must understand why, we aren’t even able to do the things that made a difference in the past. We need to understand what is the problem, and it could be my tactics. 

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"I also don’t see the team that was expressing something a few weeks ago. We can’t talk about Higuaín or others, the whole team struggles and we must find a solution. I’m the most responsible and I must put the team in a condition to express their best."