كتب : وكالات
The World Champions haven't yet collected any points after two Serie A games and are now second from bottom.
Guiseppe Sculli broke the deadlock after 30 minutes while Diego Milito secured the points of the game with an injury-time penalty.
The hosts dominated the first half and deserved to get in the lead after a beautiful combination between Ivan Juric, Milito and Sculli who finished from close range.
Ancelotti had to replace Shevchenko and Ronaldinho who were performing below par at the break by Clarence Seedorf and Marco Borriello.
The Rossoneri improved a little bit and substitute Alexandre Pato went close from the equalizer but he was denied by keeper Rubinho.
Milito killed any hopes of a comeback for the visitors as he doubled the lead in the dying seconds.
After the game AC Milan vice president Adriano Galliano issued a warning to Ancelotti asking him to stop losing.
Meanwhile Lazio and Atalanta maintained their perfect start of the season with second straight wins over Sampdoria 2-0 and Bologna 1-0.