Kaka's 56th-minute opener had set Milan on the way to victory, but substitutes Ludovic Giuly and Mirko Vucinic netted after 78 and 81 minutes respectively to secure the three points for Roma.

"There is disappointment for the defeat," 48-year-old Ancelotti told club website www.acmilan.com.

"At times there are deserved defeats, at times undeserved defeats. Roma took advantage of some carelessness and won a game in which the correct result would have been a draw, or something more (for us).

"We were very good, we bossed the game, and went close to doubling the score. (But) we lost our patience.

"There was no collapse. Their first goal arrived in a fortunate situation and the second one was our fault. It is a pity, because we had done very well.

"(But) Roma are maybe the most in-form team right now, so we leave the pitch with our heads held high."

The defeat broke a 10-game unbeaten run in Serie A, though that included draws against lowly Livorno, Parma and Catania.

"Playing like this, results will arrive. Now let's think about Wednesday (against Sampdoria), as it will be an important game."

To add to Ancelotti's woes, Kaka was forced off with a back injury and Clarence Seedorf, on his return from injury, was also substituted with a thigh problem.

Both injuries will be assessed by Milan doctors on Monday, though the two worked in the gym on Sunday.

Kaka said after the game: "Tonight we saw a great Milan side on the pitch, I think it was our best match of the season. I'm really disappointed about the result because we did not deserve to lose."

Vice-president Adriano Galliani said Milan were unlucky not to win.

"Up until (the 66th minute) I saw the best Milan performance of the season. We played very well and I think that we would have deserved to double our score.

"In an hour, about an hour and a quarter, Roma had more or less one shot on goal.

"Milan had another demonstration of the importance of Clarence Seedorf. I think that to play well we need (him).

"It is tough to play without him and that's why I'm sorry about his absence against Arsenal (in the Champions League defeat last week)."