The defender says both he and teammate Zlatan Ibrahimovic carry the burden of expectation with the Parisiens.
"I can see that here there's a lot of pressure on his shoulders, in terms of the project that's being carried out," the centre-back told FIFA's official website.
"At Milan, on the other hand, the team had already been built.
"What's more, because of how balanced the Italian Championship is, it's not seen as absurd when you lose to a supposedly weaker side.
"Here, no. When we lose a game the papers throw loads of mud at us, they start bringing up our salaries, the money that's been spent, we get accused of lacking ambition.