The Rossoneri had been 2-0 up and seemingly cruising at the Stadio San Paolo on Saturday, but within 30 minutes were trailing 3-2 for the final result.
“We were in command for an hour and then just let go," Gattuso told Milan TV.
“After their first goal we simply left the field and that is the biggest regret. We have to work on our mentality, interpreting the game as a squad.
“We are strong, we just need to correct a few mistakes, but it takes time and I know we don't have much of that at our disposal."
“We are a team that involves everyone in the passing moves, not just Biglia. It wasn't just Lucas who made a mistake on that goal, because Mateo Musacchio could've passed it back to the goalkeeper rather than put his teammate under undue pressure.
“Errors can happen, the important thing is to keep playing as a team and not lose our way when something goes wrong."