The 24-year-old Spain international confessed that he tried to cheat the referee by taking a tumble in the area and is glad he did not win a penalty
The Spain international, linked with Manchester United during the summer, took a tumble in the area during the closing stages of the game at the Coliseum Alfonso Perez to no avail.
The 24-year-old was keen to set the record straight afterwards, openly admitting that he had not been touched and claiming that he was pleased the officials had not given a spot kick in Athletic's favour.
"Sometimes we complain about the referees, but today I must apologise because I tried to con him," Herrera told reporters after the game.
"I am happy that he did not award a penalty, as I would have left a liar and I do not want to be one. I was wrong.
"I thought we could secure the game then, but above everything else there must be sportsmanship."
Athletic triumphed 1-0 in Madrid on Monday thanks to an early goal from Aymeric Laporte.