Marc Wilmots' side were regarded as one of the pre-tournament favourites in France, but sit bottom of Group E after goals from Emanuele Giaccherini and Graziano Pelle handed Italy all three points.
"We were outclassed on all fronts," said Chelsea goalkeeper Courtois in quotes reported by Sportwereld. "Tactically, technically and organisationally we came up short.
"We made the same mistakes as in the friendly games. For the first we did not follow our man.
"This is a big disappointment, because the first match is very important. We could have done a great thing after the draw in the other match.
"The next two games we should be winning. We have to play better."