Pietro Iemmello's 29th minute strike earned the club from outside Naples a first-ever away victory in Serie A, delaying their probable demotion after just one season in the top flight.
It was a double blow for Gattuso whose first game as Milan coach last December had ended in a 2-2 draw at Benevento when goalkeeper Alberto Brignoli scored an injury-time equaliser.
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Milan have now gone five games without a win with their Europa League hopes threatened.
"I told the lads that I feel an incredible shame. We have written a page that is not very beautiful in the history of Milan," said an angry Gattuso. "Several players were embarrassing."
The 40-year-old former Italy and Milan midfielder ordered everyone back training at Milanello on Sunday.
"I take responsibility," he insisted. "When you play against a team like Benevento, who play good football even if they are bottom of the table, you can't play without determination or soul. We don't even need the opponents to do anything extraordinary to beat us. We basically tickle the opposition, we don't hurt them."
Franck Kessie came closest to an equaliser on the hour mark when he rattled the crossbar, with Patrick Cutrone also heading wide on 74 minutes.
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Benevento's top scorer Cheick Diabate came on in place of Iemmello after an hour but was sent off ten minutes before the end for two yellow cards.
But still Milan could not take advantage of their extra man, becoming the first team to fail to beat Benevento this season.
Already out of Champions League contention, sixth-placed Milan's Europa League berth is now under threat with Atalanta two points behind before playing Torino on Sunday.
"We have to apologise to the fans. We are ashamed of this game, but we must not let ourselves be overcome with despair," said Milan sporting director Massimiliano Mirabelli.
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