The Rossoneri qualified in second place of their Champions League group and it is only thanks to Marseille's inability to beat Real Madrid that they got through at all, having drawn 1-1 in Switzerland.
Leonardo said: "The first half was poor and there were many factors contributing to that. We had a complicated lead-in, as some players weren't 100 per cent and remained in doubt right to the end, such as Ronaldinho, Thiago Silva and Massimo Ambrosini.
"Thiago Silva sadly then pulled a calf muscle, so we will need tests to see what happens there."
"We were playing against a team that had no objective or pressure, who had beaten us at San Siro and therefore were more relaxed than we were.
"It was a strange evening. If we have regrets over finishing in second, it is down to the defeat to Zurich at home, which is what really made the group complicated for us.
"I honestly don't think we are tired. It was tough to face this game today, as Zurich were more open and attacking today because they didn't need to defend a result.
"I do admit there was a bit of arrogance in there too, as after all Zurich were already eliminated, but we must never underestimate qualification."