His worrying message comes just days before their last 16 second leg clash against Tottenham in which they trail 1-0 on aggregate.
“This year the league is easier in terms of how our squad has been built and I think we can do it,” Nesta told Milan Channel.
“As for the Champions League, it’s more difficult and maybe, in this moment, we are not equipped to lift the trophy.”
Juventus are up next on Saturday night, and Milan have already lost to them this season.
“They always give the maximum when they play against us,” he added.
“Juventus are a wounded side and so they will get on the pitch with a different approach against us.”