Milan now go to Madrid trailing 1-0.
"Is it finished? No, I don't think so," the Moroccan told Sky Sport Italia.
"We put in a great performance, tactically almost perfect, and we were just unlucky on the incidents. In the second half we ran out of energy a little bit and should've scored a goal.
"Now we know it is going to be very difficult, but we are going there to score."
Taarabt scored on his debut for the Rossoneri and played well in the first half tonight.
"I arrived from a different League and am very happy to be playing for Milan. The Coach put a lot of faith in me and I scored straight away against Napoli.
"I think my performances have been good, but it's just a shame about the result."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball