Antony scored for Betis - his first goal since his loan arrival - but ended on the losing team as Celta won 3-2 after coming from a 2-0 halftime deficit.
"It's very difficult to understand that we lost this match. We started very well, we went 2-0 up but we have to change our mentality," Antony fumed. "We scored two goals, but we have to be focused throughout the match, the 90 minutes. We have to work to be better.
"We have to change our mentality. We have to start well and finish well. We have to work hard, look at what we are not doing well in order to get the three points in the next game."
Betis coach Manuel Pellegrini also said: "It was a good first half in which we took the lead. Two goals are a good advantage, but it was not decided. Unconsciously we took refuge in the scoreboard, they took the initiative and scored two goals that tied the game. Then we had a frustrating second half in terms of football.
"The second half was not good defensively. Celta is an offensive team, that plays well and looks for the opposing goal. We lost control of the ball and we took refuge in the 0-2."