The Citizens had plenty of chances and did eventually get two goals for a 2-0 away success.
However, Guardiola felt his side should have been more clinical in the game, and knows that may cost them in the future.
"We had incredible focus for 90 minutes but we were not good enough today in the opposition's box," Guardiola said to reporters.
"We played really well, but we have to be more clinical in this competition. You have to be better, but in general no complaints because we know how good they are and how physical they are.
"In this competition, we don't have much margin for error - if you have a 1 on 1 or a 3 v 2 situation, you have to at least finish the action or make the keeper make a save and we didn't do it,
"In that position we have to finish better. They have to know that - in the Premier League we can drop points but in this competition, you have to be clinical.
"If there is something I want us to improve it is that.
"In general it was a good game. It was the first step and there are many weeks until the second leg. We are thinking now about recovery before West Ham."