Marcelo said it is unrealistic for Real Madrid to win every match after the Spanish and European champions were upstaged by rivals and LaLiga leaders Barcelona in El Clasico.
Madrid's title defence was dealt a major blow Saturday after suffering a 3-0 loss at home to Barca in the Spanish capital.
Second-half goals from Luis Suarez, Lionel Messi and Aleix Vidal at the Santiago Bernabeu downed Madrid, who slipped 14 points adrift of the Catalan giants.
Speaking post-match, Brazilian full-back Marcelo appeared to refer to either fans or journalists as he said: "We have spoiled you and you think that we must always win.
"LaLiga is the best league in the world and it's hard to win.
"This is sport and sometimes you win, while sometimes you lose.
"The gap to Barcelona is because they have won more matches, that's all."
Madrid are fourth in the standings heading into the mid-season break.
Zinedine Zidane's men - also in the last 16 of the Champions League - will face Celta Vigo January 7.