Atalanta drew 1-1 with Sporting in the first-leg of their Europa League round of 16 tie.
De Roon said: "An away draw is always good, but tonight I had the feeling that we could have done more, especially if you see the opportunities we created. Apart from the first 15, 20 minutes where we struggled a bit, but then it was all Atalanta.
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"It's not bad, it's a good result, but I think we should have won today. In the second match the pressure will be different because it's a decisive match, but we will try to do the same, but scoring more.
"We have recovered a lot of balls in their half of the pitch, we played well, so it's a shame we didn't win."