The result saw Feyenoord reach the round of 16 3-2 on aggregate, with Theo Hernandez being sent off for Milan on the night.
“It’s definitely a failure; we wanted to reach the Round of 16,” Conceiçao said post-match.
“This match showed that we are stronger than our opponent and that decisive moments made the difference, just like in Zagreb: a red card there, a red card today.
“You could say the referee was too harsh, but we needed to be mentally stronger. I am responsible, not Theo. We’ll discuss it in the locker room. Theo has given a lot to Milan, and I’ve made many mistakes in my career.
“We are angry. Until Theo’s red card, Feyenoord didn’t know how to get to our goal. We are disappointed and angry.”
Conceicao also said: "I arrived a month and a half ago, yet I’m being compared to coaches who were here for years.
“We haven’t been able to work with the full squad; we train with only a few players who do different things. We won the only trophy we could win, we are in the Coppa Italia semifinals, and in the league, since I arrived, we’ve earned 14 points while Napoli has 15. It’s not perfect.
“The atmosphere here at Milan is not the best, and the red card proves it—we need to work on this. Believe me, it’s not easy, it’s not easy.
“Once again, we showed today that we could avoid conceding shots on goal while creating chances. Then Theo’s red card changed everything. And that leaves us really angry and disappointed.
“You know better than I do that we need to change the environment. I’m not talking about the fans. To change the environment, we have to win.
“Now we have the next match in Turin: we need to win that one, then the next, and the one after that. And focus on the Coppa Italia.”