The 26-year-old Holland international, who joined Milan from Real Madrid in the summer, has yet to score in eight appearances this season.
"Training went well the other week, even Leonardo said so, but he also added that I have to be patient," Huntelaar said.
"We are only in November. The season has just begun. I have been penalised by the fact the team didn't play well in the beginning.
"Now, instead, things have started to go well. It means that I didn't make a mistake in coming here."