Giampaolo lasted just four months before being replaced by Stefano Pioli.
"I heard about the change of Coach with the national team," Kessie told Sport Mediaset.
“We're players and we must always give our best, regardless of who's in the dugout.
“Giampaolo changed our system and there wasn't enough time for us to do what he asked of us.
“At Milan, however, there's no time because there's pressure and other things. I feel sorry for the Coach, but I think he just needed a bit more time.
“There was so much work to do with him but, like I said, when a new Coach arrives it takes time.
“We started preseason without some players. Others, like me, came later and that was a problem.
“I've never worked with Pioli, now I'll see what he asks of me and I'll try to do what he wants on the field."