Murillo gave Forest a first-half lead before Newcastle fought back to win via goals from Alexander Isak, Joelinton and Harvey Barnes.
Nuno later said, "I cannot say that was a bad performance, that is totally out of the question. We played against a very good team that was able to control us and then hurt us in the way we've been doing. It is a lesson for us to learn.
"I just have to recognise that today we played a good team, who were better than us in many, many moments. There's nothing to say about the players, the character and belief was there.
"I always say that we should enjoy and be proud of the way we are operating as a club. We want to grow in a very tough competition. We don't want to create an obligation of us. We are focusing on ourselves and improving as a team. We are going to regroup and go again and ignoring the same things: the table and the noise around us.
"We are very proud that our players go to international duty, it's recognition of their talents. We just hope they return healthy and there's time for them to recover from things they have been dragging."