AC Milan stumbled at the first hurdle with a 1-0 loss at Udinese in their opening game of the Serie A season on Sunday as the hosts' new Brazilian signing Rodrigo Becao scored a second-half winner.
AC Milan finished fifth last season, missing out on Champions League qualification, and have been banned from this season's Europa League for financial fair play rules.
They have changed coaches with former Sampdoria boss Marco Giampaolo taking over from Gennaro Gattuso in a side that has been largely unchanged from last season.
The seven-time European champions were lacking inspiration in Udine, against a home side who finished 12th last term after fighting to avoid relegation.
Milan's forward line of Krzysztof Piatek - third top scorer in Serie A last season - Brazilian Suso and Spaniard Samu Castillejo, failed to muster a single shot on target.
The breakthrough came on 72 minutes when 23-year-old Becao connected with a Rodrigo De Paul corner to head past Gianluigi Donnarumma in the Milan goal.
Donnarumma got his fingers to the ball to prevent a second from Kevin Lasagna just minutes later.
"The negative result is not good, but I'll try to do an in-depth analysis and interpret certain things," said Gianpaolo.
"My vision of Milan is very different. It's not just Suso and Castillejo, but Piatek too. We need to build something different up front."
Champions Juventus and second-placed Napoli both got off to winning starts on Saturday.
Juventus beat Parma 1-0 without coach Maurizio Sarri who is recovering from pneumonia, with Napoli edging a seven-goal thriller at Fiorentina 4-3.
Atalanta, who finished third last season to seal a maiden Champions League campaign this term, travel to SPAL later on Sunday with Roma hosting Genoa and Lazio away to Sampdoria.
Inter Milan, fourth last season, host promoted Lecce on Monday.
Bologna coach Sinisa Mihajlovic will be on the bench for his team's game against Verona on Sunday despite undergoing treatment for leukaemia.
"Sinisa Mihajlovic has joined the team at the hotel and will be on the bench for #VeronaBologna this evening," Bologna said on Twitter.
Serb Mihajlovic was diagnosed with "acute leukaemia" six weeks ago but the 50-year-old has continued working as his outfit's coach.