The Algeria international has voiced his disappointment with his side's elimination from the Champions League at the hands of Paris Saint-Germain
Valencia were unable to turn things around in the return tie as they were held to a 1-1 draw at Parc des Princes after previously losing the first leg at home 2-1, much to the disappointment of Feghouli.
"I felt we deserved to win the game. We dominated from start to finish. We just didn't get the little break we needed to score the second goal and instill more doubt in their minds," Feghouli told the official Uefa website.
"PSG deserve to go through overall and I wish them good luck. We simply didn't turn up in the first leg – it was very frustrating.
"We believed we could go through. It didn't happen, though, so now we have to concentrate on the league and try to get back in to the Champions League next season."
Valencia currently sit fifth in La Liga.