Milan's Champions League journey began with a 3-1 loss to Liverpool, as Paulo Fonseca pointed to a lapse in mental focus. Christian Pulisic gave Milan an early lead, scoring after just two minutes and 47 seconds. This was their quickest goal in the competition since Alexandre Pato's strike against Barcelona in 2011. However, headers from Ibrahima Konate and Virgil van Dijk turned the tide for Liverpool before Dominik Szoboszlai secured the win.
Liverpool took control after the initial setback, firing 23 shots with 11 on target, compared to Milan's eight attempts and two on target. Arne Slot’s team ended with an expected goals (xG) of 3.09, while Milan managed only 0.61. Fonseca had stressed the need for defensive perfection against Liverpool but was left frustrated by his team's performance at full-time.

Fonseca commented, "We played against Liverpool, who are a huge team. We started well, both attacking and defending, but then we conceded two goals from set plays that changed the game." He noted that losing mental balance led to problems when confidence waned, affecting their execution of training plans.
Fonseca told his players that mistakes of this nature are unacceptable in such matches. He acknowledged Liverpool's current superiority as a team and emphasized the need for Milan to sustain their football for longer periods. After conceding the second goal, Milan struggled to maintain their gameplay.
Rafael Leao faced a challenging night despite completing five dribbles—the most by any player during the match. The Portuguese international lost possession 15 times, more than any other Milan player, with Trent Alexander-Arnold winning their duels.
Fonseca explained that his strategy involved Leao taking on Alexander-Arnold but lamented the lack of support from midfielders. "It was something we prepared in the little time that we had," he said. "Try to put Leao against their right-back... We did it once or twice."
The match highlighted areas where Milan needs improvement to compete effectively at this level. Fonseca remains focused on refining strategies and boosting team confidence for future challenges in the competition.