O'Neill told Five: "Of course it was going to be tight - Ajax are a very good side.
"I thought we were brilliant, I thought we deserved to win the game.
"We've got good players as well; I thought we were magnificent.
"We should have had a penalty - it was clear-cut and both the referee and the linesman missed - and that would have given us a wee bit more comfort.
"For the first match of the group stage it was magnificent."