Roma took the lead but two goals by Cluj ace Culio made the difference.
“It’s a difficult game for us where things just won’t go,” said De Rossi.
“We have been a little unlucky but it’s a lot of other things as well. We hope the situation changes soon. We just cannot continue to make mistakes because we can recover in the league but not in the Champions League.
“We all have to take a look at what is happening, it’s not a tradgedy but something is happening. It’s not an easy situation but we need to have faith.”