Miccoli came off the bench in Turin but failed to make the breakthrough as the relegation battle ended in a 0-0 draw.
He told Sky Italia: "This was a game that we could take home, like so many this year, but we did not succeed.
"This is a vintage curse, we do not know what to do but we will try until the end.
"A victory there is also the moral and head, a game we have to win it. During the week we will work on Sunday. I am depressed by the result, physically I'm fine."
Palermo are still 19th in Serie A and a point off Pescara at the bottom after today's goalless draw.