The Leeds boss was reflecting to Friday night's 2-1 defeat to Rotherham.
But the Slovenian remains positive overall.
Leeds United have drawn two of Milanic's games in charge and led against Rotherham United on Friday.
As such, the 46-year-old has identified two areas of strength for Leeds: their ability to maintain possession - and their counter-attacks.
"It’s difficult,” Milanic told reporters after the 2-1 loss at Rotherham. “I’m not happy with a situation where I haven’t won until now with Leeds United.
“But I think the players were 100 per cent in the game, we tried to play and we tried to play with good possession. In the second half it was difficult against a hard and aggressive home team.
“We played well to begin with. It was a good game. We controlled the match, we scored the goal, we had some good counter-attacks.
“But in the last few minutes of the first half they began with long balls from all areas and made a lot of pressure. We were prepared to play against that pressure but we made two mistakes and they scored the goals."
Onlookers may criticise the Yorkshire side for a lack of sharpness in the final third, rendering their possession futile. But that's a work in progress as far as Milanic is concerned.