Spurs face the Italian side on Tuesday in the first leg of their last-16 clash.
Redknapp said: “Attacking football is what got us here in the first place. We have had a go all through this competition so we will have a right go again at San Siro.
“We can score here. I don’t want to concede bags of goals for sure. We can’t afford to make mistakes but as far as shutting up shop goes it’s a non-starter because we don’t have the players here.”