Carlo Ancelotti has urged AC Milan to show patience with its embattled coach Sinisa Mihajlovic.

The former Fiorentina and Sampdoria coach is already under intense pressure at San Siro after the shock 4-0 home defeat to Napoli made it four losses in seven Serie A games so far this season.

Ancelotti won the UEFA Champions League twice and the Scudetto once during an eight-year reign as Milan's head coach between 2001 and 2009. 

The 56 year-old turned down the chance to replace the sacked Filippo Inzaghi in the close-season and he feels the club should keep faith with Mihajlovic after the Serbian was chosen to take the side forward.

"Mihajlovic is someone with character, with good experience in Italy," Ancelotti told Corriere della Sera. 

"We have to give coaches time.

"What is wrong at Milan? It is an amalgamation. But we can't lose faith, we have to keep going.

"What's happening at Milan is like what is happening at Juve after reaching the Champions League final."

As well as Mihajlovic, club CEO Adriano Galliani has come under scrutiny from the club's supporters for his perceived role in failing to ease Milan's struggles over recent campaigns. 

Ancelotti believes patience should be shown to the veteran director, who he thinks is still Italy's best.

The ex-Real Madrid head coach continued: "People have short memories.

"Protesting against Galliani at Milan is like protesting the Virgin Mary. For me he is still the best director in Italy."

As for rejecting the chance to return to Milan after being sacked by Real Madrid in May, Ancelotti claimed it was simply a case of bad timing after a stressful period at Estadio Santiago Bernabeu.

"When he learned I would not be staying in Madrid, Galliani game to test the waters," he said. "He showed me all his affection, but I told him 'no thanks' straight away. We spent some nice days together. Galliani is nice and intelligent but after two years at Real I had no energy.

"Real is very draining. We didn't even talk about money. That said, if it had been another time I would have come back."