Pioli's reign as Milan coach got off to an underwhelming start after Monday's (AEDT) 2-2 draw with Lecce at San Siro, where the visitor scored a stunning 92nd-minute equaliser.
The appointment of former Inter boss Pioli to replace Marco Giampaolo was an already unpopular decision among fans and the 54-year-old's debut in the Milan dugout did little to endear himself to the Rossoneri faithful.
Reflecting on his bow, which looked on track thanks to goals from Hakan Calhanoglu and substitute Krzysztof Piatek before Marco Calderoni's stoppage-time leveller, birthday boy Pioli told Sky Sport Italia: "It's a pity, there were positives, but we wanted the win and didn't get it because of our mistakes. I saw some good moves, quality and spirit, but if you leave the game open, you can have a nasty surprise at the end.
"Milan players are well aware of their capabilities and the fact they are wearing a prestigious jersey. They will be able to judge their own performances and we'll analyse them carefully, but in a way we paid for our generosity, as we ran after the ball and didn't keep an eye on other players. I think we had deserved to win it.
"Some of the positions we took were positive, others not so much. We tried to build from the back with a three-man defence, but that can change with a different opponent such as Roma next week.
"After only a few days of training, I did see some of the ideas we had worked on and that bodes well for the future, even if there is a lot of work to be done. I had hoped for a gift this evening for my birthday, but I saw some good things and I hope we can learn from these mistakes."
The result left Milan with just one win from their past five league fixtures and languishing in 12th position – six points adrift of fourth-placed Napoli.
"We lacked a little collaboration on the final equaliser," Pioli added. "Calderoni hit it well, but we had several opportunities to close that Lecce move earlier and if we had, we'd be here talking about a deserved victory.
"In the news conference yesterday [Saturday], I was asked many questions about how I found the team. I tell you after this match, there are many positives. The big error was that a side like Milan have to kill games off. We could've even held on for 2-1 and kicked it out of play rather than misplace those passes.
"This match will help us learn a great deal, for what we did and what we should've done. On the penalty, there were too many of us going after the ball and we left gaps. We weren't set out well at all."