The L'OM striker stated that the French side did the best they could despite suffering a 4-0 aggregate loss against die Roten but remained adamant that the season is not over
Marseille squandered a goalscoring chance early on through Jeremy Morel, before Ivica Olic opened the scoring with the very next attack.
Toni Kroos rattled the post for Jupp Heynckes' side before the Croatia international netted his second goal six minutes before half-time to effectively seal the tie.
Remy also had chances to put Didier Deschamps' men ahead at the Allianz Arena, though he, along with Stephane Mbia failed to seriously trouble Manuel Neuer, as the Ligue 1 side suffered elimination from the Champions League.
However, the 25-year-old striker was quick to offer his thoughts on the defeat, and remained adamant that his side can turn around a testing season.
"We played against a very big team, we can measure now the path that is left to achieve. We tried our best, we fought, but they [Bayern] are too good." the striker told TF1.
"We have now got to hold our heads high in the league and we still have the League Cup [final against Lyon on April 14]. We'll see.
"It is a very difficult season but we'll fight for our remaining objectives."
Marseille face arch-rivals Paris Saint-Germain in Ligue 1 on Sunday, before facing leaders Montpellier in a week. Bayern Munich resume their title charge against Augsburg at the weekend.