The Rossoneri had taken a 2-0 lead at the Olimpico when Zlatan Ibrahimovic’s free kick pierced the defensive wall and he was brought down by Roger Ibanez for a Franck Kessie penalty.
The 2-1 result keeps Milan joint top of the Serie A table with Napoli, after both secured 10 wins and a draw.
“We played with character, with our ideas and approach,” Pioli told DAZN.
“Roma are a quality side, we did very well with 11 against 11, kept trying to score more goals and that is the character we need in such important games.
“We’re going through a positive period of form, so we’ve got to ride this wave, be courageous and confident, so I am very happy.”
Jose Mourinho was furious about the refereeing, but Pioli refused to comment on the incidents.
“You should evaluate the decisions of the referee, I am focused only on my team, what we can improve and getting ready for the Champions League, as we’d like to get a positive result there too. Porto are a very good side, but we’ll try our best.”
Milan are maintaining a remarkable run of Serie A results despite the on-going injury crisis.
“Honestly, I have five excellent midfielders who are finally achieving fitness, so I can rotate them a little more now. Playing with this tempo, and so often, is not easy,” continued the coach.
“There are moments in a match where you control, where you suffer, where you have to hang on. Roma surprised us at the start of the second half, but that makes the victory even more important against a side that was unbeaten at home.
“The club deserves credit for giving a sense of consistency to this project, combining the experienced players with young and more promising ones. We’ve got to know each other and it’s still early days, but it’s a strong squad.
“Ibrahimovic and Olivier Giroud are getting match fitness, they looked to be moving with more fluidity and have been training well over the last few days.”
Milan and Napoli are joint top of the table with 10 wins out of 11 rounds, starting to create a gap behind them, with only Inter really keeping up.
“There are many teams fighting to qualify for the Champions League and try to win the Scudetto. Inter are very strong and in my view still the favourites, Napoli are excellent, while I don’t think Juventus are out of it yet.
“What makes me proud is that last season, we knew that we had to rely on almost a miracle to achieve a result, whereas now we have belief in ourselves. That is the step forward, that we go into games against the best opponents believing we can win with intensity, concentration and quality at our disposal.
“Wins like this give us even more belief and confidence, so we have to keep riding that wave. I like the positivity of this squad, both on and off the field.”