Juve surrendered a 3-0 lead to draw 3-3 with the Serie A strugglers.
It was a day of mixed emotions for Candreva, who scored his second goal for the club since moving from Livorno in January.
"It was a wonderful goal, but it meant little. After a few minutes the 3-0 perhaps deluded us," Candreva admitted.
"In the first half, Siena weren't particularly dangerous. And to think that in the interval Zaccheroni had warned us that the game wasn't over.
"We were conscious that we had to fight until the 90th minute.
"It's a shame because we could have profited on the falls of other teams."