Milan, the seven-time champions, have failed to score in five consecutive matches in the competition and are bottom of Group F on two points after their loss at Parc des Princes.
They are in a difficult group that includes Borussia Dortmund and Newcastle United.
"We have to focus on the next game. We're not out of it yet, we just need to string a couple of wins together," Pulisic told CBS Sports.
"We've had some tough games in some tough stadiums but that's no excuse, we need to turn it around and we need to win."
Pulisic, who captains the United States, moved to Milan from Premier League club Chelsea in July.
"It's on us, we just have to keep working. I guess it's just not flowing right now but it will come again," he said.
"I think we just have to keep our heads up. It doesn't feel like a game we should lose 3-0, I think is the message. We were in the game for most of it and just let it slip away from us.
"We'll be fine going forward, we're a confident bunch of guys. The good thing with this schedule is we have another game in a couple of days and we can rebound."
The Rossoneri next visit Napoli in the Serie A on Sunday before hosting Udinese on November 4. Milan are second in the Italian top-flight after nine matches, one point behind rivals Inter Milan.
