The scores were locked at 2-2 before an own goal from Cristiano Biraghi handed Bologna the win.
Vanoli said afterwards: "It hurts because after playing openly against a great team, there were episodes that make the difference. In the final rushes we must be more lucid. Now we must be good at looking beyond.
"The new arrivals can give us more quality and they showed it tonight but at the same time we are disappointed for the situations not exploited in the first half and this makes the difference against strong teams."
Vanoli drew a positive from the performance of loan signing Eljif Elmas, stating: "Elmas is an important player, who at the moment only lacks condition. Tonight in the segment he played he demonstrated his characteristics.
"I would also like to underline the performance of (Cesare) Casadei who played a great game, on a difficult pitch. What bothered me was the first goal on which we lost a naive ball. However, we must keep our heads up because the performance was excellent."