An early goal from Antonio Rudiger had Roma on its way but a disappointing second half saw AC Milan salvage a 1-1 draw.
Garcia's men took the lead just four minutes into the game when German defender Antonio Rudiger scored his first goal for the club.
However, Juraj Kucka opened his account for Milan as he levelled proceedings just minutes into the second half.
Garcia rued the lack of consistency from his side at the Stadio Olimpico.
"We deserved to win based on our first-half performance and lose based on our second. That shows we lacked consistency," Garcia said. "It's a shame because the team made a really strong start to the match. Besides the goal, we had two good opportunities through [Umar] Sadiq and Rudiger's header off the woodwork.
"It's a shame we didn't convert them. Then we forgot how to play in the second period."
The Frenchman has come under pressure in recent weeks, with Roma having won just once in two months.
Asked if he felt under pressure, Garcia said: "That's the least of my worries. Now all I'm concerned with is figuring out how to improve this team.
"We have to play like we did in the first half - even better in fact - and not reproduce what we did in the second period tonight."
Roma's next test comes in the form of Verona.