Arsenal bounced back from four consecutive defeats in spectacular style on Thursday, beating Gennaro Gattuso's side 2-0 at the San Siro thanks to goals from Henrikh Mkhitaryan and Aaron Ramsey.
It's left the Serie A outfit with a mountain to climb in the return fixture at the Emirates on March 15 if they are to progress to the quarter-final stage.
Overall, it was a disappointing display from a team rejuvenated under the former Italian player, who had before the game gone 13 games unbeaten.
Speaking after the defeat to 'Sky Sports Italia', Bonucci revealed that a lack of experience in the squad could have hindered them on the night.
"We did not have the right mentality right from the get go. We were a little scared since we are so young. Let's hope we learn from this.
"It is hard but we will have to give it a go [in the second leg]. Anything can happen in football so we have to stay positive.
He concluded: "Arsenal ran a lot and they have a lot of quality but we also made mistakes. We didn't play as a team so that's what you get. We had to be smarter and more responsible with the ball, this we know. We were too nervous and excited, everyone made mistakes".