The Rossoneri have had an horrendous start to the new season and the Brazilian is under huge pressure.
Milan only managed a 1-1 draw at Atalanta this weekend.
“I’m responsible and if we lose it is my responsibility,” he said.
“I don’t like talking about my situation. I’m doing a job.
“Here we know everything, we are clear between us, I don’t give up and I continue.
“During training I have tried a few different things, even if this side have played together for so many years.
“Everyone is willing to come together and work to get this right, so there is no hot potato in the locker room.
“I have not resigned nor considered it, as I am focusing only on Milan so they can do their best on the field and win.”