Shevchenko was speaking after being inducted into the Italian Hall of Fame.
He told TMW: "I won't get into the technical aspect, but Milan fans are waiting for the results. There are games played well, the one against Real Madrid was fantastic, but Milan needs continuity. That's how you make strong teams, that can try to win the Scudetto."
On the situation around Rafael Leao, Sheva also said: "I think that a player like Leao must certainly be well protected, he is an asset for the team.
"Leao should also take a step forward, perhaps do more for the team. A champion is not just someone who does important things in attack, but a leader, someone who helps the team in difficult moments. And he has the potential to become a leader, now he has to prove it."