A late goal from the prolific Diego Costa consigned the Milan to a 1-0 defeat in the first leg of their last 16 tie at San Siro.
Clarence Seedorf's side can consider themselves unfortunate to be trailing ahead of their trip to Vicente Calderon next month following their display against the La Liga title contenders.
On-loan Chelsea goalkeeper Thibaut Courtois was in fine form for Atletico, as he produced some fine saves to keep Milan at bay.
Poli was left frustrated after the Belgium international showed his class to deny him in the first half, but the midfielder insists the tie is far from over.
He told Mediaset Premium: "On my header, the goalkeeper performed a great save,
"I have regrets, but Milan should not feel bad about this performance. We made Atletico Madrid struggle and in the second half we fell away, as it was tough to maintain that tempo.
"Today everyone ought to applaud the team. We want to go through to the next round and we can achieve that in the second leg.
"We wanted to take control of the game and tested it out in training. We all played well and deserved something more tonight.
"The important thing is to underline the positive approach Milan had tonight. I repeat, we want to go through and we have every chance of doing it."
