The Rossoneri host Udinese at the San Siro on Wednesday night still chasing a first win.
A 2-2 draw with Lazio in their Scudetto opener was followed by an excellent Champions League draw with Barcelona. But Sunday saw Massimiliano Allegri's defending champions fall to a 3-1 defeat against Napoli, with an Edinson Cavani hat-trick cancelling out an Alberto Aquilani opener.
Milan were without Massimo Ambrosini, Kevin-Prince Boateng, Philippe Mexes and injured strikers Zlatan Ibrahimovic and Filippo Inzaghi, but veteran Nesta says performances have not been up to scratch, particularly defensively.
He told the club website: "We have many players out injured and we are playing a match every three days, we do not have many spare players and now we're suffering a bit and we need players to recover.
"We can beat anyone and we have the players to do that. Seven goals conceded in three games, however, is too many."
Allegri could be boosted by the return of Ibrahimovic for the game, although the Sweden striker will face a late fitness test to determine his availability.
For Udinese, defender Pablo Armero is set to start having replaced the injured Giovanni Pasquale in the 2-0 win over Fiorentina.
Romanian forward Gabriel Torje is likely to continue up front.