Rafa Benitez's side lost 3-1 to Borussia Dortmund on Tuesday, meaning they will have to beat Arsenal by three goals in their clash at the Stadio San Paolo next month to qualify if Borussia Dortmund beat Olympique de Marseille.
Insigne, who scored at Signal Iduna Park, believes that the Partenopei will fight until the bitter end to make it into the last 16 of the tournament.
"Obviously I am pleased with my goal, but it was bittersweet," he told Mediaset Premium.
"Still, I am confident because we put in a good performance and we are still in with a shout.
"We will be giving our all with our home fans behind us in our final game and, even against a top team like Arsenal, anything is possible."
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