The Bulls were beaten 107-95 by the Miami Heat, despite outscoring the defending champions 37-29 in the fourth quarter.
The team's head coach told reporters: "We're not trying to pull close. There were a lot of corrections that we have to make.
"It always comes back to the same thing, our defense and our rebounding. And if we could have taken better care of the ball early on, we would have been in position to win down the stretch."
Power forward Carlos Boozer led the scoring for Chicago, adding 31 points.