The 3-1 defeat sees La Dea reach the final where they’ll meet Juventus.
“I don’t know, you have to ask the club,” Gattuso said when asked about his position. “The captain of the ship is me, when things go badly, they are at the expense of the captain.
“I can’t think of this as the penultimate or last resort, I have to work and I have to be able to trust.
“I’m a coach, it’s like that. I won’t be the first, nor the last, but I have the duty to try until the end.”