Milan fell 2-1 at home to the Azzurri.
"We conceded early and that penalised us," the summer signing from Juventus told the Milan website.
"From a gameplay point of view, it was one of our best matches to date this season.
"It's almost absurd that this is the game that we had the most chances to score. I had two and so did Mario Balotelli.
"Maybe we have to be more clinical in front of goal and things would be easier."