The Bayern Munich winger rued his side's inability to make its chances count in its Euro 2012 opener on Saturday, but refused to concede failure so early in the tournament.
Michael Krohn-Dehli's goal in the first half was enough to inflict a surprise defeat on Oranje, who had numerous chances throughout the match to record at least a draw.
Robben was left wondering how his side failed to take all three points, but he insists they must pick themselves up and build on their performance in Kharkiv.
"This is incredible," Robben told reporters after the game. "I don't want to talk about the Champions League final too much, but this looked like it very much.
"They will ask themselves when they're in bed: how did we win this? It was no disgrace, but it is a setback, a miracle. It looked like a very bad movie.
"The fact we didn't convert our opportunities into goals means the blame lies with ourselves. I do not know if it was down to a lack of focus or concentration or simply bad luck.
"Do I still have faith? Yes, absolutely. Our European campaign is not over. Against the Danes at times we played great. We gave almost nothing away, so let's stay positive."
The Netherlands faces Germany in its second encounter on June 12.