The 25-year old believes his side should have collected at least a point from Wednesday's game at Signal Iduna Park.
Last year's finalist created a number of chances to break the deadlock, but failed to find the net and were eventually made to pay for its profligacy as Aaron Ramsey helped the Premier League side to a hard-fought victory.
"We should never have lost this game, but it's too late for that now," Lewandowski, 25, told reporters. "We had plenty of time to put it right, but now we're left with two games and six points needed to win.
"Sometimes football is like that. We had three or four good chances but didn't score. They had just the one and scored. In the end, all that counts is the result. We have to beat Napoli now."
Dortmund currently sits third in Group F with six points from four games, trailing joint-leader Arsenal and Napoli by three points.