The Argentine was devastated after the Partenopei, despite beating Arsenal, became the first team in the history of the Champions League to be eliminated after amassing 12 points
Despite beating Arsenal 2-0 on Wednesday, the Partenopei were undone by Borussia Dortmund's late win over Olympique de Marseille which left them needing a third goal to progress.
Instead, BVB and the Gunners slipped into the knockout stages, leaving Napoli as the first team in the competition's history to take 12 points in the group stage without qualifying.
"Not going through is incredible. It is an injustice, really," Higuain told Uefa's official website.
"Going out with 12 points – winning four games in such an immensely difficult group with two sides as strong as Arsenal and Dortmund - when you see teams going through with only one or two wins, with six or seven points, it's disappointing.
"It cannot be anything else but bad luck because to win four games out of six and be eliminated is not something that happens often."
Napoli last made it to the Champions League round of 16 in 2011-12, when they were eventually beaten by Chelsea.