AC Milan defender Leonardo Bonucci said his side were “scared” during a 2-0 home defeat to Arsenal in the Europa League on Thursday.

Goals from Henrikh Mkhitaryan – opening his Gunners account – and Aaron Ramsey gave Arsene Wenger’s struggling Premier League team victory at San Siro on Thursday.

Gennaro Gattuso highlighted errors made at the back by Milan, but Bonucci felt it was a question of mentality that led to the end of their 13-game unbeaten run.

“We did not have the right mentality right from the get go,” Bonucci told Sky Sport Italia. “We were a little scared since we are so young. Let’s hope we learn from this.

“It is hard but we will have to give it a go [in the second leg]. Anything can happen in football so we have to stay positive.

“Arsenal ran a lot and they have a lot of quality but we also made mistakes. We didn’t play as a team so that’s what you get. We had to be smarter and more responsible with the ball, this we know.

“We were too nervous and excited, everyone made mistakes. In the second half we played with more courage but it wasn’t enough. Credit to Arsenal, who played a great first half.

“If we play in London with the same spirit we showed in the second half, we might be able to pull it off.”

Bonucci’s defensive partner Alessio Romagnoli also accepted Milan had not been strong enough at the back against Arsenal.

“We started well but certain plays favoured them,” Romagnoli said. “We conceded two silly goals and end up with a negative result in the first leg as a consequence.

“We will try our best on the return match, we have nothing to lose.”