Milan came from behind to beat Bologna 3-1 in Serie A on Friday, in a dress rehearsal for next week’s showpiece match in Rome.
Santiago Gimenez came off the bench to score a double, with Christian Pulisic also netting, as Milan made it three league wins in a row.
Only points separate Milan and Bologna in Serie A, with the latter team having dropped to seventh following a run of just one win in six matches.
But Conceicao wants his team to take lessons from Friday’s match.
“From [Saturday], we will start preparing for the Coppa Italia. We have to learn from what we did and did not do, as there were negatives and positives tonight,” Conceicao told Sky Sport Italia.
I expect differences to both teams, but this is a final, sometimes the side that doesn’t play the best football ends up winning.”
It was the worst 15 minutes I’d seen from my team in a long while, but otherwise we played with character and could’ve added more goals.
“We will analyse this, because on Wednesday we need a different approach from those who came off the bench, as I liked the way we started.”
A victory in the Coppa Italia final would see Milan win a second trophy under Conceicao this season
