AC Milan manager Vincenzo Montella has appealed to the club's fans for support after a 0-0 Europa League draw against AEK Athens on Thursday.

Milan were whistled off the San Siro pitch as the club topped a run of three straight Serie A losses with another disappointing result in Europe.

And the under-fire Montella, speaking to Sky Sport Italia after the match, was adamant his struggling side can turn things around with the fans' help.

"I think the disappointment and sense of irritation in the stadium was felt by the team and it was due to the three Serie A defeats rather than the performance itself," Montella said.

"We created many chances and didn't finish them off against a good side.

Vincenzo Montella says his players are trying too hard to show fans they belong at AC Milan. EPA/MATTEO BAZZI

"I urge the fans and the club to stand by us and above all these players, who need to be embraced more than jeered during this difficult time.

"I see the lads want to do more, they want to prove they belong at Milan and that is creating a psychological block. It is my job to unblock it.

"It is a growth process and I am convinced we will get there because most of these players have never worn a jersey like this before and the situation is making them struggle to express themselves."

Milan midfielder Manuel Locatelli took another approach after the match, and said the fans were in their rights to show their dissatisfaction with the performance.

"The fans have every reason to jeer," the 19-year-old said.

"We are a great team but we have got to prove it. We have got the quality -- we need to prove it on the field and try not to disappoint our fans."