The Champions League title holders were beaten 1-0 on Wednesday through a Jonathan David penalty.
"The team is not bad defensively and Lille did not play a great game either, but I think that Real Madrid needs to improve many things," he told El Larguero.
"Honestly, I'm not convinced by this midfield. I think the problem against Lille was the midfield. It's a midfield that's too physical and doesn't have much creativity.
"I have missed Luka Modric a lot and Toni Kroos is not here.
"I think Tchouaméni, Camavinga and Valverde are too muscular and too tough with the ball. I think that this is not a midfield that is suitable for Real Madrid's game."
On Endrick's first start, Mijatovic said: "I don't think Endrick is ready to start yet. I think he needs to come off the bench this year to take advantage of the opposition's low level and score a goal."
However, he defended Vinicius Jr's performance, insisting: "You were talking about Vinicius' poor performance, but his way of playing depends a lot on the balls that come to him.
"And against Lille we didn't have the creative midfield that can give him the useful balls for him to play his game."