Roma head coach Eusebio Di Francesco was relieved to see his side leave with three points following a tough 2-1 win over Qarabag.
Kostas Manolas and Edin Dzeko put the Serie A side comfortably in control after only 15 minutes but the home side hit back when Pedro Henrique scored the first Champions League goal for a team from Azerbaijan.
The hosts produced a far better performance than they managed in their 6-0 loss to Chelsea on matchday one but could not fashion a clear chance for an equaliser, as Roma held on for their first away win in the competition since November 2010.
Di Francesco admitted his side made their own lives difficult but says Qarabag proved they deserve respect.
"You can't have any regrets after a win," he told Mediaset. "We certainly could have done better at 2-0 but you can't forget Roma haven't won in the Champions League for some time and that this was a difficult atmosphere.
"Every time Qarabag got the ball and ran forward, it was as though they had the chance of a lifetime. We could have controlled the ball better and we took some risks late on, but Qarabag are in the Champions League, which means they have quality.
"We made life difficult for ourselves. But it's a process. Last season, Roma went out in the qualifiers and now we're in the group stage.
"We could have won differently but we did win, which is the important thing. We go forward and learn from the positives and negatives. Don't forget we now have four points from two games."