Lucas Bergvall struck late to earn the 1-0 win for the hosts.
Slot said afterwards: "It didn't feel to me we were ever going to lose here."
On the referee's performance and whether Bergvall should have had a second yellow card: "The decision he made had a lot of impact on the result tonight. There's not a lot I can say from that.
"The fourth official told me why he thought it wasn't a second yellow and he heard that probably from the referee. What we can say about it is that he said he didn't stop the counter attack, every manager would say they prefer the second yellow than a free-kick.
"It is what it is, we hate to lose but the positive is that it is better to lose when there is a second leg."
He also said: "It was a game where both teams wanted to press the other high, both wanted to bring the ball out from the back. I liked this performance from us a bit more than the one on Sunday but it is a completely different game.
"I do agree that we played one of the best, probably the best games, two weeks ago against Tottenham.
"This performance today was definitely good enough to get a result. To go away with a loss is definitely not what we deserved."