AC Milan have won just one of their three Europa League games as they prepare for their clash with Hungarian side Ferencvaros on Thursday (November 5).
Their last was a remarkable 3-0 defeat to Premier League Bournemouth, but just over a week later, AC Milan went on to beat arch-rivals Inter 3-1.
Speaking to reporters ahead of the Europa League game, Amorim urged his side to find some consistency and build upon their Derby della Madonnina win.
"This is the Europa League. For us, it's a very important game. More than the result, we need to maintain that consistency," said Amorim.
"We were consistent during the game. It's a big step we need to have. Doesn't matter rotations, players on the pitch.
"We need to be a very good team and win, and our goal is to go all the way in this competition.
"We can lose any game; we can win any game. This is the characteristic of this team. It depends on how we face the game.
"It doesn't matter if it's Serie A, Serie B, or Europa League. We can win any game and, at the same time, lose any game.
"Especially now that everyone knows everyone, the players have technical abilities, and coaches have the tools and footage to prepare for the games."