Lazio won 3-1, but were only 1-0 up 15 minutes from time.
“The only positive for this evening is the goal we scored," Shevchenko told DAZN.
“We tried to play our game, but their first goal only happened because of our error. The team tried to react, we could've taken our chances better in the second half."
The coach added: “The team just crumbles at the first error, but we tried to play out from the back in a more pro-active manner, creating some promising situations.
“We are working hard and just lack a bit of confidence, which will come once the results arrive."