United were beaten 2-1 at Old Trafford by the La Liga side on Tuesday, with Bailly one of the few players to emerge with any credit.
The centre-back denied Joaquin Correa what looked a certain goal with a terrific tackle at 0-0, but Wissam Ben Yedder came off the bench to strike twice in six minutes to down Jose Mourinho’s men.
Mourinho claimed his side had not given a “bad” performance as they failed to reach the quarter-finals, but Bailly acknowledged in a social media post that United were substandard.
“We ask the fans for forgiveness following our exit,” Bailly wrote on Twitter.
“Last night was terrible and we must all reflect and take note so it doesn’t happen again.
“It’s painful, but we have to get right back up, dust ourselves off, and look ahead.”
