Kaka was in the stands with new directors Leonardo and Paolo Maldini at a packed San Siro.
Gattuso said, “It's only right that there is enthusiasm for those who wrote the history of Milan, but we mustn't think that the current squad should shoulder all that. We must find our motivation by ourselves, on the training field every day. We can play good football this year, work with greater calm than last season and do good things.
“Roma have a lot of quality and our problem still is that we go too deep and get anxious when under pressure. I think a lot depends on the defensive line. Our problem is when the defensive line gets scared, as it has a knock-on effect for the rest of the team.