Philipp Lahm is frustrated Bayern Munich have been unable to provide Pep Guardiola with a Champions League trophy from his three seasons at the Allianz Arena.
The away-goals exit to Atletico Madrid - after Tuesday's 2-1 second-leg win saw the tie finish level at 2-2 on aggregate - meant the Bundesliga leaders have crashed out at the semi-final stage in each of the head coach's three campaigns at the helm.
Bayern captain Lahm rued his side's elimination and failure to give former Barcelona boss Guardiola a Champions League medal to show for his time in Germany.
"It's a pity we have not rewarded ourselves and the coach for the last three years," said the 32-year-old.
"Atletico punished us on the break. We tried everything. Unfortunately it wasn't enough.
"It's bitter to be knocked out after a game like that, but we can still finish the season celebrating."
Forward Thomas Muller, who had a penalty saved by Jan Oblak with the tie level at 1-1, did not feel Bayern did much wrong over the course of the second leg.
"Football can be extreme at times," he said. "We did many things right and a few things wrong.
"Unfortunately it wasn't enough. I have rarely witnessed something like this. It's quite a setback and of course I'm disappointed because I didn't score from the penalty."
Bayern - five points clear with two games to go - now turn their attention to wrapping up the Bundesliga title, while they also face title rivals Borussia Dortmund in the DFB-Pokal final prior to Guardiola joining Manchester City.