Stefano Pioli warned Milan must not feel sorry for themselves after a 3-0 Serie A defeat at Lazio and expects them to show a strong response to dropping out of the top four.

Joaquin Correa scored twice and Ciro Immobile added a late third as Lazio boosted their chances of qualifying for the Champions League at Stadio Olimpico on Monday.

Lazio boss Simone Inzaghi was able to celebrate a 10th consecutive home victory in the top flight in his first game back on the touchline since recovering from coronavirus.

Milan, on the other hand, have suffered back-to-back defeats and are down in fifth place with five games remaining - level on points with Napoli and Juventus.

Lazio are five points behind the Rossoneri with a game in hand and Pioli has challenged his side to roll up their sleeves in the battle for a place in Europe's premier club competition following an emphatic loss against his former club.

He told Sky Italia: "I expected more from the team, we have the technical and physical qualities to do better.

"The game became complicated at 2-0 and I don't see how the tackle on Calha [Hakan Calhanoglu before Correa's second goal] could not be a foul.

"Now we have to show that we are as strong as I believe we are, we have to react immediately because this is a heavy defeat."

Asked about the size of the challenging facing his side in the quest for a Champions League spot, he replied: "The opponents are strong but we're there and we don't have to feel sorry for ourselves, we know what we have to do."

Pioli says Milan must get on the training ground and show the right mentality with so much at stake.

"There have been some tactical things that have worked or not and need to be improved," said the Milan head coach. "I know I have an intelligent team, despite being young, with great character. I expect an important reaction."

Pirlo revealed he hopes striker Zlatan Ibrahimovic to return from injury against Benevento at San Siro on Saturday.

UEFA on Monday revealed the Sweden star, who signed a new one-year deal with Milan last week, is being investigated for "an alleged financial interest in a betting company".