Pioli offered no excuses for the result.
“I think Atalanta are the only team we have been unable to beat. So clearly they make life difficult for us," confessed Pioli on Sky Sport Italia.
“We had started well, put lots of players into attack. It's disappointing the way we conceded the opener on a set play, then the second goal closed the game. We had time, but were unable to find a way back into the match.
“We could've done more, we knew that we had to defend more carefully and the marking was also not the best, but we could have intercepted the cross earlier too.
“Atalanta did better than us this evening, a defeat can happen against a strong team. It's disappointing, the second goal, as we just lost belief after that.
“It's a very competitive league, we know it's difficult, but we are up there at the top and we want to have our say."
Pioli surprised by starting new midfielder Soualiho Meite from the start in the trequartista role behind the striker, replacing him with Brahim Diaz at the break.
“Atalanta are a very physical side and I felt that we needed another midfielder who could counter that element in that area of the pitch. I knew Brahim Diaz was on the bench and could come on to provide different characteristics in that role."