A late brace from Edin Dzeko won the three points for the visitors.
"There is a bit of disbelief at losing because we really took the game to them," Long said in the Daily Mirror.
"The boss has instilled real confidence in us to play against the best teams.
"We passed it out from the goalkeeper with every chance we got and caused them all sorts of problems and they are probably one of the best teams in Europe.
"It's very frustrating for us but we will take a lot of positives and we can probably go on to Newcastle and, if we do the same things, win the game."