The Europa League winners shocked the Serie A giants by coming away 2-0 winners after goals from Jose Antonio Reyes and Sergio Aguero.
He told Rai TV: “I think we started the match in a good way, with three dangerous occasions.
“Then, we lost the control, especially in the midfield. Atletico Madrid did good things.
“They play a good sudden counter attack, it was difficult. It’s clear we need to work from the athletic point of view.
“We must work – few players have arrived back late from holidays. Clearly we must improve – today it hasn’t been the team we want. We must work to improve.”