Despite leading 3-0 after 10 minutes, Juve were pegged back 3-3 by Siena.
"This is not a happy time for Juventus," confessed Del Piero. "When you score three goals in 10 minutes it all seems easy and subconsciously you can relax a little.
"The 3-3, aside from obviously giving respect to Siena for the fightback, was our fault.
"It is a season in which we want to change gear, but the strangest things keep happening to us."