Milan's Europa League defeat was their first of the season.
"Now we can valuate the game and learn from our mistakes," Kjaer told Sky Sport.
“It's not okay to lose but you go ahead. Tactically we are in good shape, but every so we often arrived late on duels. When you lose them, you have to run and suffer.
“From tomorrow we will do the same things we have always done.
“We lost, but we are not bad. Once in a while, it's good for the team to wake up."
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