Milan full-back Cafu has warned his teammates against complacency as they prepare to meet PSV Eindhoven for a place in the Champions League final.

Milan won 2-0 in last week’s first leg, but Cafu reminded his colleagues that they let a 4-1 lead slip against Deportivo La Coruna in last season’s competition.

“After the quarter-final first leg against Deportivo we had a very good advantage,” Cafu told the club website.

“We all know how that went. We must be more attentive in Eindhoven.

“We have a small lead, not a big one. We must exploit it in the best way and remain focused.”

PSV were unlucky to lose by two goals last week having came close on a number of occasions to levelling the tie at 1-1.

“It will be a harder game than the first leg, even though they played well at our place,” said the 35-year-old Brazilian World Cup winner.

“They will give it their all. They are very quick and we have to be careful in the air.”

Meanwhile, Milan striker Andrii Shevchenko’s is confident that his side can see off PSV’s challenge in Eindhoven.

“We’re expecting it to be a battle in Eindhoven but we’re used to those sort of games,” said Shevchenko.

“There is no alternative and we are happy to have games like this because we want to win everything.”