The loss confirmed that Milan will not play in Europe next season.
In the last week, Conuicao admits the last defeat of Coppa Italia to Bologna was a heavy blow to the players.
“The mood was not easy to deal with after the final, with incidents not only then, but during my five months here they did not go our way. They are always negative for us and positive for the opposition, either by our own mistakes or those of others,” said Conukicao, who was upset when Santiago Gimenez was directed.
“We are a challenge for Europe here. I admit that we should have done much more in the final, but these details are difficult to maintain. It was already a difficult game to Roma, let alone reaching 10 men.
“We tried to give ourselves everything, Roma barely touched the ball in the first half and I felt that we could have won. We can't allow a set to play like that. We had chances with Luka and Rafa to score, but hit no steam and Cristante got the third.”
Not a good year for Milan
Asked to judge his work since he took the lead, Conceicao insists that there is a lot of debt to be shared during a bad season for the Rossonero.
He also said: “Everyone has to evaluate what he did. I am very demanding with myself, before the game I looked up the statistics and since I arrived, we have earned enough points to get to the Champions League zone.
“I am not saying that it was a good season or perfect five months, absolutely not, but there were also some positive points. We won the Supercoppa Italiana, we reached the Coppa Italia final, but when it arrived at the most important games, there were negative moments.
“This is not a good year for a historic club like Milan, everyone has to evaluate their work and then talk it at the end.”