The Partenopei came away from the San Siro with a goalless draw, but Reina felt that they created the better opportunities to earn all three points.
"We deserved more, we had more clear-cut chances but we did not capitalised," Reina told Rai Sport.
"The result is still good, against a team that is doing well and in a difficult stadium. We need only point to clinch third place."
Napoli are third in the Serie A table, having collected 69 points from their 35 matches this season.