Seedorf's men suffered back-to-back defeats in the top flight for the first time this season after Antonio Di Natale scored the only goal 23 minutes from time.
The veteran got on the end of a free-flowing move to register his 12th league goal against Milan and move Udinese further clear of the drop zone.
Milan will now head into the second leg of their UEFA Champions League last 16 tie against Atletico Madrid off the back of a loss but Seedorf felt tiredness was the main factor in Saturday's reverse.
"I told the players to keep believing, as there were 20 minutes after the goal," he told Sky Sport Italia.
"They gave what they could and clearly there was a lack of freshness in some players who were on international duty midweek.
"We weren't determined enough in front of goal and encountered a good goalkeeper.
"We knew Udinese's strength is pouncing on errors and going on the counter, so we should've made better choices in our passing and not tried to go through the middle.
"On the goal it was an impressive move and you could also see our legs were tired compared to theirs."
