Inter slumped to their fourth defeat of the season, leaving them with 12 points from eight games to sit in seventh spot on the Serie A table.
“It’s natural to be disappointed after todays completely undeserved defeat,” Inzaghi told DAZN.
“This is football, it was our best performance of the season and we emerged empty-handed, it is a painful one.”
Inter had more possession, 58-42 per cent, along with 15-10 shots but were left frustrated, blowing another lead, which could’ve been greater if Edin Dzeko’s first-half goal wasn’t disallowed.
In all four of Inter’s league losses, they have actually led the game, which left Inzaghi scratching his head.
“It’s what I said in the press conference yesterday, that we need to work more on the details,” he said.
“Our goalkeeper didn’t make a save this evening, we hit the woodwork, but evidently what we are doing so far is not enough.
“As a coach, I received a wonderful response from the team in terms of performance, the chances created. It was our best performance of the eight Serie A games this season.
“Unfortunately, we were unable to celebrate with the fans, who cheered us on non-stop, and were here licking our wounds again.”