Milan have been one of the form teams in Serie A in recent weeks.
Palladino said: “We know we need to improve many aspects and we are working on it every day. We also need to play a perfect game because we are facing a great team with strong individuals, who beat the Italian champions and played well against Bayer.
“They are a healthy team so we need to take care of all the details and do well in every aspect. I see application, the team is ready to play a perfect evening to make things difficult for Milan.
“Milan have found their identity with a good coach and in recent weeks, they have changed their playing system. It seems they have found the right balance and tactical set-up, but we will have to limit their individuality, they have one of the strongest left flanks in the world, strong forwards… We have to do our best to perform and the boys will give it their all to give our fans joy."