Marco Borriello, Clarence Seedorf and Alexandre Pato all struck for Milan in the win.
Del Neri said: “We have lost our courage. Before we used to push forward and surge at our opponents, attitudes that Samp have in their heart but that right now are incapable of following through.
“We are not incisive, have few shots on goal and are struggling in attack. We really cannot play any worse than this.
“All we can do is accept this is a bad time, try to come together and change direction as quickly as possible.”