Fiorentina suffered back-to-back league defeats after Gonzalo Higuain's 61st-minute goal condemned the Florence outfit to a 1-0 home loss.
Hosts Fiorentina - 13th in the standings - had their chances to draw level throughout at the Stadio Artemio Franchi, twice denied by the woodwork, and Montella does not believe his team deserved to lose.
"Napoli were superior in the first half, they gained confidence while we were timorous and I don't know why," Montella told Sky Sport Italia.
"We deserved to be in front in the first half, while after the break we went very close and in our best moment of the match Napoli took the lead thanks to their quality and unpredictability.
"We did everything possible to get back on level terms. A victory today could've given us that sense of security we've been missing, but analysing the game I have to say the lads can hold their heads high.
"We took on a great team like Napoli and overall did not deserve the defeat."
