Tani Oluwaseyi fired Villarreal ahead before Ajax fought back to win 2-1 thanks to goals from Oscar Gloukh and Evardsen.
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Marcelino said afterwards: "This is football, and I think we've had quite a few matches in the UEFA Champions League similar to tonight's.
"We should have sealed the match in the first half but we left it open. We had chances and their goalkeeper was decisive at key moments."
The coach also said, "We haven't been convincing in this UEFA Champions League. We've conceded nine goals at home. I have nothing to reproach the team for because we've created a lot of chances and they've created few.
"In this competition, you have to be decisive, which is what determines whether you win or not."