Houssine Kharja scored the only goal of the match in the second half to give Siena the win.
“We were in the game for an hour and in fact took control, but then we got scared and let Siena take over,” said Prandelli after the match.
“We lacked grit and determination, especially in the penalty area. We were consistent up until a few days ago, now we have to get that back.
“Adrian Mutu has recovered and when he is on the field the team has a different character. Riccardo Montolivo was rested because we have many important games coming up.”