With a 4-0 first leg cushion to work with, Luciano Spalletti's side progressed despite a drab display at the Stadio Olimpico.
"Now we're into the business end of the tournament," Perotti said. "It'll be tough whoever we play."
He added: "We didn't do our jobs [tonight]. They played better than us and kept the ball more. We weren't able to produce our best football, especially in the first half.
"We played better after the break but unfortunately we lost the match and we're disappointed."
Now the team's attention turns to Sunday's important Serie A meeting against Inter Milan - although Perotti insisted that the prospect of such a crucial domestic fixture did not distract the squad.
"No, we weren't thinking about that," he added. "I hadn't played for three or four matches and I wanted to perform well and win regardless of our first-leg lead.
"It's always horrible to lose in front of our fans but in my mind I was only thinking about today's match and we have to improve."
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