The Giallorossi held a 2-0 lead at the break at the Sardegna Arena, thanks to goals from Bryan Cristante and Aleksandar Kolarov - yet ended up drawing after Marco Sau's 96th minute equaliser.
"When we were leading 2-0 we had chances to kill the game," Olsen said.
"We can score one, two, maybe three goals in the second half - but we didn't, and then it doesn't matter who you play against, anything can happen in the final few minutes. We needed to kill the game off.
"I wish I had a good answer for it. I don't know what happened. It should not happen. 1-0 should be enough. 2-0 should be enough. But you need to take every chance you get. We had the opportunity to kill the game."
Olsen admitted that the manner of the draw had been a bitter pill to swallow.
"It was quiet in the dressing room when we came in. Everyone was disappointed," he said.
"We can still reach the top four. But we know we need to raise our level and win some games. We have confidence, we will keep fighting and the results will come. I believe they will come, I believe in my teammates and the club. We can reach it."
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