AC Milan have drawn 0-0 with Livorno, Lille and Siena in their last matches in the Serie A.
Cafu said: “The enthusiasm at Milan is always high and there is no reason for things to be different. We haven’t lost a match.
“Milan are fine and everyone is happy. We have not been lucky lately, but we have always created scoring opportunities with Alberto Gilardino, Ricardo Oliveira and even some of the midfielders. Now we only have to score.
“We are not nervous, despite what has been said in the past few days.”