Angry AC Milan fans vented their frustration at the Italian giants' 3-1 home defeat by surrounding the car of Alexandre Pato and threatening the Brazilian striker, a report said on Tuesday.
Pato recently returned to Milan's first team following an injury lay-off and scored his first goal of the season in a 1-1 Champions League draw at home to Malaga last Tuesday.
But his penalty miss in a 3-1 Serie A defeat to Fiorentina at the San Siro on Sunday was seen by some fans as a costly mistake.
According to Corriere dello Sport newspaper a group of angry Milan fans waiting for Pato to leave the stadium surrounded and banged on his car and launched verbal threats at the Brazilian.
Pato, who is in a relationship with Barbara Berlusconi, the daughter of current AC Milan owner Silvio Berlusconi, earned the penalty on the half hour as Fiorentina led 1-0 but sent his effort from the spot over the crossbar.
La Viola went on to take a 2-0 lead and after Pato was substituted at half-time in favour of Giampaolo Pazzini the Italian reduced arrears only for Mounir El Hamdauoi to score a superb third goal for the visitors.
Victory could have propelled Milan up the Serie A table but instead the Rossoneri were left in 13th place, 17 points behind leaders Juventus.
AC Milan moved to quash the report, saying in a statement: "A.C. Milan categorically denies reports claiming Pato has been subject to aggressive behaviour and threats after the Milan-Fiorentina game."
Milan's worst start to the season in living memory comes two years after coach Massimiliano Allegri steered them to the title in his first year in charge and a runner-up place behind Juve last season.
Allegri said after the game: "I'm very disappointed because we had a chance to jump up the table into sixth place and start to put things in order.
"I'm very disappointed because we had a chance to jump up the table into sixth place and start to put things in order"
AC Milan coach Massimiliano Allegri
"You can't find yourself 2-0 down after the first half and we have to work on that. I don't know how it would have ended had Pato scored the penalty."
Allegri's own position falls under the microscope several times a week, but on Monday the embattled coach was given crucial backing by Berlusconi.
A Milan statement on Monday said: "A long meeting was held yesterday evening (Sunday) with Adriano Galliani, Milan CEO, and President Berlusconi to discuss the future of the club.
"Massimiliano Allegri joined the two later for a detailed analysis of the current technical situation. Mr Berlusconi confirmed his complete faith in the coach...
"The aim remains to climb up the table with Allegri at the helm."