A 90th-minute goal from Lorenzo Insigne helped the Serie A side to a deserved 1-0 win over Liverpool in Group C.
The result extended Liverpool's winless run to three matches, with the Premier League club failing to record a shot on target in a Champions League game for the first time since February 2006.
Wijnaldum said Napoli deserved their victory, urging his team to learn from their below-par display.
"You're always disappointed when you lose a game. We didn't play well and they deserved to win. They had a good chance before the goal," he told the club's website.
"They were calmer than us on the ball, they defended well and stopped us creating chances. It was not a good day for us. They deserved to win.
"It's a good game to learn from. That's what we're going to do – we're going to analyse the game and see what we can do better.
"We know what we can bring, we still have confidence. But this was a reality check on how things must not go. It's a good lesson for us to get better. We have to take it as a lesson and then we have to carry on."
Liverpool host Manchester City in a top-of-the-table Premier League clash on Sunday ahead of the international break.