Gattuso said that he would rather be managing "experienced" players after watching his side throw away a two-goal lead.
Milan led 2-0 after 50 minutes at the Stadio San Paolo, only for a double from Piotr Zielinski and a late Dries Mertens strike to give the home side a sensational comeback win.
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Bakayoko, who joined on loan earlier this month with an option of making the switch permanent next summer, was introduced shortly after the first Napoli goal in an attempt to shore things up, but the substitution did not have the desired effect.
Afterwards, Gattuso voiced his frustrations with the Frenchman, who also missed a good chance to restore the Milan lead at 2-2.
"Bakayoko has to learn how to get the ball," Gattuso said. "We must work correctly. It will not be easy.
"One week is not enough to remove the defects of a player. I would have preferred to be managing older, more experienced club players."