The veteran admitted he has been frustrated by the
Rossoneri's inability to secure a place in Europe's elite club
competition of late
The Rossoneri have missed out on Champions League football in consecutive seasons, failing to qualify after back-to-back seventh-placed finishes, while they have been barren on the title front since claiming the Scudetto in 2011.
And Mexes maintains Sinisa Mihajlovic's men are anxious to bring an era of success at San Siro, hoping to attract players of the highest calibre back to the club.
"It's frustrating. And it's frustrating because Milan should be in the Champions League every year," the 33-year-old told FIFA.com.
"We need to get back up to the highest level. I hope we can make it and that there'll be another Milan player collecting the Ballon d'Or again before too long.
"That would mean we'd have the best player in the world at the club."
Mexes has been nominated for the Puskas Award - in recognition of the best goal of the year - following his sensational volley against rivals Inter in the International Champions Cup.
With no player representing Milan on the 23-man Ballon d'Or shortlist, the defender is determined to take home the individual prize for his team, adding: "There have been quite a few Ballons d'Or [winners] in the history of Milan.
"The club always takes a lot of pride whenever one of its players wins that magnificent trophy. That's why it's so important for me to be representing AC Milan."
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