Nassaji suffered a 3-0 loss against the Saudi Arabian giant.
For continental debutant Nassaji, defeat meant they remained on three points, one adrift of Al Hilal and Navbahor but head coach Seyed Mehdi Rahmati said he couldn't fault the effort of his players.
“I have to thank my players because in their first Asian experience against Al Hilal, they didn't back down, they fought and competed with this team, they were able to create scoring chances,” said Rahmati.
“Al Hilal is four-time Asian champion and we will learn from matches like this. I believe that gradually these conditions and its character will fit into the team so that we can be present in Asia every year,” Rahmati added.
Nassaji faces a crucial tie against Navbahor away on October 23.