Milan lost 1-0 on Wednesday evening, with the winner of Dan Ndoye scored Bologna.
“The first half was balanced, we had a few chances to score and taking the lead in these games is important,” Confeicao told Sport Mediaset.
“I admit that we could have done more in the second half. Bologna was lucky with the goal, I don't want to take anything away from our opponents, Bologna did well to win the trophy, but then very little football was played.”
No alibis with referee
Conuuicao says there were some questionable decisions, but it insists that there can be no excuses.
He also said: “I don't want to look for alibis with the referee, there were two or three controversial situations, but I don't want to make them look like apologies.
“We should have done more. We won the Supercoppa, we got all the way in the Coppa Italia, now we will try to end with dignity this season.
“There is another important game in this stadium against Roma on Sunday. I am sorry for fans who were so enthusiastic, it was a disappointment for everyone. We could have done more, but these are balanced encounters, they are decided by details, so they scored and we didn't.”
Every tackle was decisive
And Conuuicao was also determined to add: “It was a hard -fought match, very competitive, where every duel could be decisive. I think this reflects our season.
“The disappointment I was talking about was just losing a final, the chance to win silverware, in a difficult season with a very difficult environment.
“At the end of the day I have to congratulate Bologna because they played their game well and we were missing something.”