Carlo Ancelotti's position as Milan boss is under scrutiny after a mature and organised Arsenal dumped the holders out of the Champions League at the first knockout round stage 2-0 on aggregate.
Ancelotti's side have been below par all season and are a disappointing fifth in Serie A. Italian media have constantly linked ex-Chelsea coach Jose Mourinho and former Italy boss Marcello Lippi with the job, given Ancelotti's problems.
Club president Silvio Berlusconi quickly gave his backing to the coach but his furious face in the stand said otherwise.
"Yes absolutely," Berlusconi told Sky when asked if Ancelotti would be staying.
"Arsenal played very well, they deserved it. For a major part of the game they did not let us to see the ball."
However, former Italian prime minister Berlusconi is in the middle of an election campaign and he may feel his team losing so meekly will not reflect well on his bid to regain power.
Ancelotti almost laughed when asked if he may be sacked and might think he is untouchable after lifting the European Cup last year.
However, many fans will disagree if Milan continue to struggle to make the Champions League next season.
"After Athens we won the World Club Cup in Tokyo. The cycle will go on," he said before reminding Rossoneri supporters how far they have fallen. "Our objective is fourth place."
Arsenal even had the luxury of again being over-elaborate around the box before Cesc Fabregas found the net with a shot from distance on 84 minutes.
Emmanuel Adebayor, who had worked tirelessly upfront alone, added a second in stoppage time.
Milan showed flashes of form but most of the team failed to shine with last May's win over Liverpool now a distant memory.
Arsenal's average age was 24.5 while Milan's was 30.2.
Kaka, returning from two games out with knee trouble, tried to hide Milan's distinct lack of pace with some darting runs and Paolo Maldini also played well in his last European game.
The 39-year-old retires at the end of the season and had dearly wished to finish his glorious career with a record ninth European Cup final and a sixth winner's medal.
It was not to be but the one-club man bows out with dignity.
"Arsenal won because they played better," he said.