Luca Antonelli says head coach Sinisa Mihajlovic retains the faith of AC Milan's squad as they set about chasing a top-five finish, starting against Lazio at San Siro.

Milan's hopes of playing Champions League football next season were all but ended after a disappointing 2-0 defeat at Sassuolo was followed by a toothless goalless draw at Chievo.

That left them 11 points adrift of Roma, who occupy Serie A's final Champions League berth, and rumours subsequently resurfaced that Milan's hierarchy are considering Mihajlovic's future, with only a win in May's Coppa Italia final against Juventus able to save his job.

However, full-back Antonelli insists the former Sampdoria boss – who spent six years with Lazio during his playing days – retains the full backing of the dressing room ahead of Sunday's match.

"Of course the rumours annoy you, but we are a united group and we will do everything to succeed in our goals," he told Milan's official website. "The squad is with Mihajlovic."

Antonelli says the team is now focused on chasing down Fiorentina and rivals Inter, adding: "We are preparing for the game against Lazio in the best way because we know that is important. 

"It is one of the last chances to try to get back in the race with the teams ahead of us. We want to win the last nine games of the season. The criticism is constructive."

Milan can take heart from a 3-1 victory in November's reverse fixture, while they welcome a Lazio team short on confidence after being dumped out of the Europa League by Sparta Prague on Thursday.

With the score locked at 1-1 from the first leg, Sparta shocked Lazio at Stadio Olimpico with a treble first-half blitz in a 3-0 victory.

In the process, Lazio – who are eighth – saw their slim hopes of playing European football next term take a huge hit.

Head coach Stefano Pioli admits it will be difficult to lift his side, but challenged Lazio – who have not won away at Milan in Serie A since 1989 – to finish the season strongly.

"We now have to show pride and dignity in finishing the season in the best way possible, but above all we cannot play in that manner again," he said.

"It's a negative moment and I must do well to work on the players' heads. Unfortunately we weren't able to achieve what we wanted and what we should have.

"We now have to simply work hard and try and play much better."

Milan are without defender Alex (back), while Gianluigi Donnarumma is a doubt after the goalkeeper was taken to hospital with a head injury sustained against Chievo, while he has also been struggling with flu.

The likes of Stefan Radu, Filip Djordjevic, Ricardo Kishna (all thigh) and Dusan Basta (calf) are set to miss out again for Lazio.

Key Opta Stats:

- AC Milan have failed to score in only one of the last 19 home meetings against Lazio in Serie A (0-0 in February 2011).
- Milan have failed to score in their last two games: the last time the Rossoneri failed to score in three games in a row in Serie A was back in November 2001.
- The last time Lazio won away from home against Milan was in September 1989 – since then 15 wins for the Rossoneri and 10 draws.
- Milan striker Carlos Bacca has failed to score in his last four Serie A appearances – in this period he has had no shots on target.