Roma lost 3-1 despite Daniele De Rossi's first-half equaliser, as three times they were cut open on the counter-attack.
And Rudiger admitted that the team had been exposed, despite dominating possession for most of the game.
“The last game against us they played like that, because they have players to play on the counter-attack," Rudiger said. "But the first and the second goal I think we conceded was a bit too easy.
He added: "It’s like always, like all the time; we have more chances than our opponents and our opponents need just one chance to score. Of course it’s a pity, it’s a bad day for us today."
Rudiger was shown a red card in injury time for a late challenge on Lazio substitute Filip Djordjevic, an incident he was quick to hold his hands up about.
"I came too late, but it was not my intention to hurt the player," Rudiger said. "I did not want to hurt the player. I hope he is okay. I saw him running again directly afterwards so I think he is okay.
"But from my side, yes, I came too late but I didn’t mean to hurt him."
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