"It's clear we are going to play a team with players with a great attitude and quality," said the Liverpool boss.
"You could see by how hard they worked last night. They are desperate to win the Champions League, and after what happened two years ago we must be very careful. They are a very dangerous opponent for us.
"We enjoyed the day on Tuesday, but now that's gone and we must focus on the final. The hard work for the players begins now. The final is not today, it is in a few weeks time and we must start our preparation from this moment.
"Some people think because we won two years ago and we also beat Chelsea we will do it again, but this is not the right message. You do not win a trophy for winning a semi-final. Playing well in the final is what's important now.
"They are strong in every position. Defensively they are good, they have excellent strikers and in players like Gattuso and Kaka they have two of the best players in the world.
"They are a team we will show a lot of respect to. I have said many times we are stronger now than we were two years ago, but I also believe Milan is a better side than they were when we last played each other."