Milan soaked up pressure for an hour before striking to win 2-0 with Kevin-Prince Boateng and Sulley Ali Muntari.
"We struggled to find depth and to reach their goal," said Roura, standing in for the ill Tito Vilanova.
"Obviously this wasn't our best game. Although we had problems I think that the result is excessive.
"They found a couple of opportunities and scored from them which now makes things tricky for us.
"We all know how difficult it is in this stadium. They have defended with everything behind the ball, very orderly. We struggled to find depth."