Leonardo has told his AC Milan players they must believe they can go to Old Trafford and overturn a 3-2 first-leg deficit in the Champions League (AC Milan 15/2 Man United 1/16 To Qualify).

The San Siro boss was at a loss to explain how his players ended up empty-handed from a breathless five-goal thriller and warned “nothing is finished” in advance of the return leg against 2008 winners Manchester United.

Sir Alex Ferguson’s side are bidding to reach the final of Europe’s elite club competition for the third consecutive season but Leonardo insisted the dream was still on for seven-time European winners Milan (9/1 Italy Serie A – Outright).

“We did not deserve to lose this match,” said Leonardo.

“But nothing is finished. We have to win 2-0 in England, which is certainly not beyond us.

“When we got into our stride, we dominated United.

“Indeed the first half could have ended 3-0 in our favour.”