Assane Diao had Como ahead on the hour mark before Milan took control via goals from Theo Hernandez and Rafael Leao.
Cesc later said: "It's difficult to explain a result like this after dominating for 60-65 minutes. You can't do everything perfectly, football is a game made of mistakes but I want to help the team grow in terms of aggression, on Milan's second goal everything was top: from the pass, to the marking and the conclusion.
"A player like Leao made the difference. We have always been very brave, I want to grow because I prefer to lose like this than to defend myself.
"It hurts, but if it hurts to lose like this it means we are on the right path and the bad of today will be the good of tomorrow. We have played well in many games, I too am struggling to find an explanation.
"Maybe I was wrong when the team dropped a bit, but today we seemed like Milan and they seemed like Como. I can only be happy with today's performance"