Fiorentina took an early lead through a Moise Kean penalty, but were beaten as the visitors struck through Lorenzo Lucca and Florian Thuavin.
“We had started so well, breaking the deadlock straight away and creating chances with a lot of quality football,” Palladino told DAZN.
“However, once we felt in control, we just stopped playing and that is not something we can afford to do. It was your classic game of two halves, unfortunately we started the second half badly and immediately conceded two goals, one of them from our own mistake.
“There were many opportunities to equalise, but we made the wrong choices for the final ball.”
Palladino added, “I already spoke to the team, from tomorrow we’ll start thinking about the next game and try to learn as much as we can from an evening like this.
“We need to learn from our mistakes, but without forgetting that Udinese never troubled us for the first 45 minutes. We knew they would defend deep, we moved well and controlled the match for that first half in every way.”