Leao gave Milan the lead before Santiago Castro and Dan Ndoye turned the game around for Bologna as they won 2-1.
“I thought we had the game in our hands. Our objective was to win and climb the table, I feel we are to blame today, but this is how things are going,” Leao told DAZN.
“We need to lift our heads, stick together, there is a big game against Lazio that we need to win on home turf. Clearly, we are disappointed, especially with the strange way we conceded the two goals, I’d best not talk about that or it might cause trouble…
“The first goal was rather strange, I saw the footage. Anyway, we need to look at ourselves, the first half was fabulous and we should’ve continued like that. Now there is a very important match coming up, we hope the fans will be right behind us to pick up the three points.”
The defeat leaves Milan in eighth place on the Serie A table.