Milan won 4-2 with Carlos Bacca and Alex both on the scoresheet.
Mihajlovic said: “We had a good performance and didn't take our chances to go in front. We continued playing after going behind and I told the lads at half-time to relax, as if we continued playing like this then we'd certainly win.
“With hard work and the return of the injured players, we can do a lot better, the important thing is to have faith. The squad is united and we proved that. We'll have a good Christmas."