The Azzurri suffered a 1-0 defeat at home to the South American giants in Rome on Tuesday despite creating numerous chances to score.
"It's a shame to end the year like this," stated the Juventus defender. "However, in my opinion, we still made progress in the right direction.
"Unfortunately results of games influence judgments, but we didn't take a step backwards from our victory in Poland on Friday.
"We're obviously disappointed with the loss, especially as I don't think that we actually deserved it," Chiellini continued.
"It's just a shame that we gave them that opportunity to score so early on because we were the only team in the game after that."