The lackadaisical performance at the San Siro was the most concerning aspect and leaves Spurs in need of a morale-boosting victory against Fulham.
"It was a bit embarrassing," Dembele said. "We thought it was going to be easier than this.
"We knew they were going to fight but it's a shame that we let them into the game. We had to work much harder but we are through and we have to take lessons from the game into the Fulham game.
"The thing is that if you go to a place with a 3-0 lead you take a different mentality. That was wrong. It didn't work, what we wanted to do. But we are through and that is okay."