Victor Boniface scrambled home a winner as Bayer triumphed 1-0 on Tuesday night.
Reijnders later said on Milan TV: “We didn’t play our game in the first-half, we conceded too many gaps and chances to be dangerou.
“In the second-half, we played our game and created our own chances, but we could not capitalise on them.
“After their goal we found the spaces, which was what we wanted. The only thing is that we didn’t score, and it’s a pity.”
He added: “I think we should play the way we ended this game, going on the pitch to play good football.
“Of course we need to score and keep trusting the team and the way we play. It’s the only way to make everything go well.
“We are Milan and we want to win every game of course, including the one against Fiorentina.”