Roberto Mancini's men took the lead in the second half as the marauding Yaya Toure fed Dzeko through on goal, with the Bosnian sliding the ball past Iker Casillas, but Marcelo soon equalised with a deflected effort.
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The striker told Sky Sports: "We led 1-0 and then 2-1, then we gave away these two goals at the end.
"This shouldn't have happened because if you want to win big trophies you shouldn't lose this game. I hope we can get stronger because it was almost like we had not enough experience.
"We were 2-1 and in three or four minutes we gave away two goals. It was too easy. Too easy."