On Wednesday, it will be troubled Milan's turn to try to break the jinx when they face Cagliari in a midweek Serie A match.
Milan have failed to score in three attempts at the San Siro this season, losing 1-0 to Sampdoria and Atalanta in Serie A, and drawing 0-0 with Anderlecht in the Champions League.
Rivals Inter - who refer to the stadium as the Giuseppe Meazza rather than the San Siro - have lost to Roma and Siena in the league at home and Hadjuk Split in the Europa League where they have also drawn with Vaslui and Rubin Kazan.
Another defeat for Milan on Wednesday will keep the heat on coach Massimiliano Allegri, whose side have taken only three points from four Serie A games.
"We need to break the San Siro taboo on Wednesday. The fans, who have been exceptional so far, need to stay close to the team on Wednesday as well," Allegri said after Sunday's 2-1 defeat at Udinese.
Allegri has been left to pick up the pieces after Milan dismantled their team in the close season by selling the likes of Zlatan Ibrahimovic and Thiago Silva to try to balance the books.
They are also plagued by injuries but Allegri, who led Milan to the 2011 title, has remained remarkably unruffled in the face of mounting pressure and some ragged performances by his side.
"At the moment I think it's just Juventus who are doing really impressive things as it was logical to expect," said Allegri.
"The other teams are not going at 120 kilometres an hour and there's time to get back the positions that we've lost now. I was and I am calm."
Rookie Andrea Stramaccioni's Inter, who have a 100 per cent away record in all competitions and have yet to concede a goal on their travels, visit Chievo in another of Wednesday's matches.
"We're united. We're behind this coach who's trying to do the best he can, and so are we," said midfielder Esteban Cambiasso after Sunday's 2-0 home defeat by Siena.
"The season is long and we hope that our luck will turn. We're sorry to have lost at home, because we can't manage to satisfy our fans, but we're sure the wins will come."
Title holders Juventus, the only team to have won their first four games, take their perfect record to Fiorentina for the only match on Tuesday.
On Wednesday Napoli, second with 10 points, host Lazio, who have nine after a shock home defeat by Genoa on Sunday.