Marcelo said Real Madrid's shock loss to Real Mallorca "hurts" as the LaLiga giants lost top spot to defending champions Barcelona.
Madrid crashed to their first LaLiga defeat of the season, with Zinedine Zidane's 10-man visitors succumbing to Lago Junior's early strike at Son Moix on Saturday.
Bitter rivals Barca leapfrogged Madrid into top spot thanks to their win over Eibar earlier in the day, and left-back Marcelo lamented the result away from home.
"We lost but we must keep going," Marcelo said. "It hurts to lose because we played well, but we conceded early on and then looked to make our comeback but it was not possible.
"We did not have time to think, they scored a goal and they defended and waited for the counter, that's no excuse though.
"We need to play well until the final whistle. We have won some games while lacking something. We're trying to do everything possible to win but LaLiga is tough these days."
It was not the result Zidane had in mind following the international break as Madrid looked to preserve their lead atop the table.
However, Mallorca's Lago stunned Madrid seven minutes into the match by finding the bottom-right corner.
Karim Benzema hit the crossbar before substitute Rodrygo Goes squandered a presentable chance and Madrid's hopes of a comeback were all but over when Alvaro Odriozola saw red 16 minutes from the end, with Mallorca holding firm to claim their first win over Los Blancos since 2009.
"We knew about Mallorca," Madrid goalkeeper Thibaut Courtois said. "The coach warned us they would come out with grit and real intensity. In the first five or 10 minutes, we were caught short.
"We had chances but lacked that final touch. The goal scorer is right footed and he sent it in at the far post. It is a shame, we should have won here."
On Odriozola's dismissal, Courtois added: "In the first yellow [he] hit the ball, the second is fair. I think that at that time with a card there should be no foul, but hey, it is the adrenaline. Playing with 10 was more complicated."