The Rossoneri lost 3-2 to Manchester United at the San Siro last night.
“It is not over here,” Leonardo said. “We can win 2-0 in Manchester and that would be a normal result.
“Today was the demonstration that when we played football like we can, we really put Manchester in a lot of difficulty.
“The first half could have ended 3-0 and we were very unfortunate to concede a fluke goal.”
“It was inevitable that we would not be able to keep up the same rhythm in the second half,” the Brazilian continued.
“Unfortunately, we were unable to finish everything in the first half.
“I don’t want to find any excuses for the defeat, but a team cannot impose themselves on the game for the whole 90 minutes against a physically strong team like Manchester.”
He added: “We have proven that we can be superior to this Manchester. We are disappointed to have wasted so many chances in the first half and I think this is a real shame.
“We deserved to go ahead, but then we lost (Luca) Antonini and this spoiled things even more.
“Let’s not forget, though, that we were up against a very physically strong side in Manchester.
“It was a great performance and we have conceded three goals which we did not deserve, and we only scored two.”