Real Madrid needed a strong performance to finish the league phase with momentum, but instead collapsed defensively and were outplayed for long periods. Speaking afterwards in the mixed zone, Mbappe did not hide his frustration and questioned the team's lack of consistency at the highest level.
"I have no clear explanation," Mbappe said. "We don't have continuity in our game and that is a problem we have to solve. You cannot perform well one day and disappear the next. This is not a champion team. It hurts because we wanted February to improve, but we deserve the position we are in."
The France captain was particularly critical of the manner of the defeat, with Real Madrid conceding four goals and losing control after initially staying in the contest.
"We played terribly," he added. "When you lose 3-2, the fourth goal changes nothing. It is a bit embarrassing, but it does not change the reality. Last week we played good games, but not now. We lack a little bit of everything. It is not only attitude or only football. In the Champions League, every detail matters. If you do not bring everything, you do not win."
Real Madrid now turn their attention back to La Liga, where they host Rayo Vallecano at the Santiago Bernabeu on Sunday. Mbappe called on supporters to back the team despite the disappointment in Europe.
"We are not eliminated and in La Liga we are in a good dynamic," he said. "I ask the Bernabeu to support the team. If they are with us, we will play a good game on Sunday."