Lorenzo Insigne's goal proved the difference between the two sides at the Stadio Olimpico, with Edin Dzeko hitting the bar and Fazio himself seeing his header clawed away by Napoli goalkeeper Pepe Reina.
"Reina made a great save, but we remember what he did last season as well - he is a great goalkeeper," Fazio said. "We lacked a little bit of luck tonight but we need to continue like this. There is still a long way to go."
He-added: "After the break we showed a good response, we created opportunities but unfortunately the goal did not come. We have to continue to be united as a group, when we win and when we lose."
The big games now come thick and fast for the Giallorossi.
"We are a strong squad, we know that the championship still has a long way to go," Fazio said. "On Wednesday we have another big game against Chelsea, for us we cannot let tonight affect us - we have to keep progressing."
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