Sinisa Mihajlovic said his AC Milan squad appeared to be "scared of winning" after they twice allowed Palermo to equalise before pulling out a 3-2 win on Saturday.
Milan won their second game of the Serie A campaign, but only after Oscar Hiljemark scored twice to erase Milan's leads.
But Carlos Bacca was able to respond with Milan's third goal of the day just two minutes after Hiljemark had made it 2-2.
"I'm happy with the result and in part for the performance, but every time we go ahead we seem to be scared of wining," Mihajlovic said.
The managers said his players still need to learn how to hold a lead, but noted that he was beginning to see a difference in his side.
"We need to be more determined in attack, but also in defence," Mihajlovic told Sky Sport Italia. "We conceded two daft goals and what makes me angry is that we start well, take the lead, then either settle or become afraid of victory and allow our opponents back into it.
"We do not know how to control a game, so we must always push and aim to control the situation with stronger possession. The first half was very good and we ran no risks apart from the goal.
"After the break we struggled a little, got stretched out, but did well to believe in the win and considering the way we played we could've won by a bigger margin. Palermo impressed, though.
"We know that we must improve and be more focused in defence, but we are on the right track and continue making steps forward. I compliment the team, we tried to play, created many chances and just need to be more determined when it comes to killing the game."
The manager urged his players to have greater focus in putting games away late on.
"I think we played well over the last two matches, though we certainly need to improve when it comes to reading the moments of the game," Mihajlovic said.
"When we have the chance to kill the game, we have to take it. The important thing is that I have rediscovered the team, the right spirit and approach."
Bacca recorded a brace, but Mihajlovic was angry at the Colombian's failed attempt at a Rabona finish when he was clear on goal with the score level at 1-1.
"If you do it, you have to score, otherwise someone is getting pinned to the wall. He saved himself because he scored later," Mihajlovic said.
Palermo boss Giuseppe Iachini was sent to the stands shortly before half-time for dissent, as was his assistant Giuseppe Carillo after Bacca's 75th-minute winner.
"I asked for an explanation for the referee blowing for the free kick which Bonaventura scored from, without any argument," Iachini said. "I wanted to point out that the decisions weren't always consistent, but maybe we didn't understand each other."