Napoli kicked off their campaign with a 0-0 draw in Serbia.
“We put in a decent performance. It's a pity, because we could've won here and had the chances, but we weren't determined or sharp enough to take them," Insigne told Sky Sport Italia.
“I hope we can learn from this example so that we can bring home the points in the next few rounds."
He came closest to breaking the deadlock, as his curler smacked against the crossbar.
“I had a go and it was unlucky not to go in. It wasn't an easy game to play, as they were very aggressive and had the enthusiasm of the fans behind them."