Llorente has struggled to nail down a starting spot since making the switch to Turin on a free transfer, with Bianconeri boss Antonio Conte often preferring Carlos Tevez, Mirko Vucinic or Fabio Quagliarella in attack.
Despite that defeat Llorente believes that he can draw positives from the display and tactics used, while insisting that he has worked hard to make the transition in recent months.
He told Tuttosport:"I feel at ease in the new system, I've played like this in the past.
"In general, every time I go out on the field I feel better, like I've improved. It's not always easy to play, but I've worked so hard to do so.
"It's true [starting helps to build consistency] but that's not the point. Scoring is important because it gives me confidence, but what is more important is to win and unfortunately we did not succeed against Real."
Conte's side have failed to win any of their three Champions League matches so far this season, leaving them with an uphill task to qualify for the knockout stages.