The Portuguese champions were beaten 1-0 after playing with 10 men for 84 minutes of the match.
Fonseca has admitted that he is unhappy with the result but he was pleased with how his side responded to having a player sent off at such an early stage in the match.
"The red card just after six minutes was decisive and playing with ten men against a team like Zenit conditions any strategy," he told reporters.
"I'm not happy with the result but we showed a lot of solidarity between our players and we improved in many aspects even with ten men. I'm proud of what the team did and we even created chances to score.
"It gives us optimism for the future. Things are more difficult now but not impossible. We are still in contention for next stage and we believe we can win in any stadium. If Zenit won here then we can also win in Russia."
The two sides will meet again at the Petrovsky Stadium on November 6.