The two teams meet on Sunday.
“We are coming off two very tight games and did better against Juventus than Inter," said Gattuso.
“We're not giving up, as there are many objectives up for grabs and until we are mathematically out of it, we have to believe. I see no reason why we should let go. We are a young side and must play every match with the dagger between our teeth.
“We'll take the initiative tomorrow, but Sassuolo are always dangerous on the counter, so we mustn't lose the ball playing out from the back."