AC Milan chief Leonardo admits elimination from the Europa League is a blow.
Defeat to Olympiakos sees Milan dumped out of Europe.
"We are out of the Europa League and have to evaluate everything. I just want to see the footage of the goals and the penalty before saying what I think," Leonardo told Sky Sport Italia after the 3-1 loss.
“It looks to me as if the penalty was non-existent. On a couple of occasions too, they had this system of putting the hand on the corner as if to wait for someone else and taking it, outside the corner, which we tried once and the referee whistled to stop us.
“If you go out of the Europa League for something like that, in the days of VAR, it becomes difficult to just accept a result. It's ridiculous that an instrument like VAR that everyone now uses cannot be used in a European tournament.
“We also went to complain, as there was a bizarre noise every time we went to attack. I don't know if it was a flute or a klaxon or what, but it's not fair to use a sound like that to distract every time we go forward. It was genuinely irritating. The referee should've stopped play and told them to cut it out.
“After they scored, it actually got louder."