Verona stunned Milan 3-0, having lost to the Rossonero in the Coppa Italia in midweek.
Gattuso said, “We changed the marking between Ricardo Rodriguez and Davide Calabria, but until the opening goal, we played some good football. As often happens, we lost our way at the first sign of difficulty.
“It was embarrassing, we have to look forward. It'd be easier to say that off the field issues affected us, but the players are receiving their wages on time, the club has made its presence felt, there are no locker room issues.
“We have to work out why we play well and look ready to score, but after the first hiccup we don't react, or if we do react, it's in a chaotic fashion with no organisation. I don't like this."