Roma lost 2-1, with Patrick Cutrone hitting a last minute winner.
Goalscorer Fazio stated: “We have to improve. If we hadn't conceded at the last second, we would've been talking about a different game, but the result doesn't change what we need to improve.
“We have to work, because we know the potential that this squad has.
"It has only been three games, so we must be self-critical, but not unduly negative. I am certain we'll turn the situation around."