The Rossoneri have endured a dismal summer, losing all four of their pre-season games, including Sunday's 2-1 defeat against Valencia in the Trofeo Naranja.
Despite their poor form, which has seen Milan give away 12 goals and find the net just twice in four matches so far, Inzaghi has seen improvements.
"We lost against Valencia and we accept the defeat," Inzaghi said to Gazzetta dello Sport. "We have to remain calm and analyse the things we did well and work on the mistakes we made.
"With respect to 20 days ago, I see a different team.
"I believe we played a very good game, I can't even remember how many corners we had.
"Unfortunately, every time our opponents get a shot on goal at the moment they score.
"We cannot forget that this game was a friendly while the tournament will be a different story.
"There are 15 days left and we have to be prepared for Lazio.
"We are on the right path to start well on the 31st (of August)."
Milan finished a disappointing eighth in Italy's top flight last term to miss out on Europe for the first time since 1998.
Inzaghi replaced sacked Clarence Seedorf at the helm of the Rossoneri in June after impressing as youth team manager and will make his Serie A coaching debut against Lazio on August 31 at the San Siro.