The Rossoneri won the Scudetto for the first time in seven years and are targeting the Champions League next term.
"We hope to start the season the same way we ended the last: with a victory," he said of the August 6 Italian Super Cup against Inter.
"Whoever wins the Scudetto is always the favourite to retain it. I realise it's early and the teams are under construction, but we cannot hide. It's our duty to go for a second successive title.
"In Europe I think at this moment Milan can compete with everyone except Barcelona, who are three levels above all the others. That doesn't mean we shouldn't target the Champions League, as it's a competition where anything can happen."