The attacker, who scored both of BVB's goals in a stirring 2-0 win at Signal Iduna Park, found his side's aggregate loss "difficult to swallow"
Marco Reus was devastated that lady luck deserted Borussia Dortmund during their courageous showing against Real Madrid on Tuesday.
Although Jurgen Klopp's men won 2-0 at Signal Iduna Park, a 3-0 defeat in the first leg at the Santiago Bernabeu ensured that their comeback was not good enough to earn them a spot in the Champions League semi-finals.
Reus, who scored both goals, was left to rue a disappointing performance in Madrid but felt the Schwarzgelben had created more than enough chances to have seen off Carlo Ancelotti's side.
"We didn't play well in the first leg and that's why we were chasing the tie," the Germany international told reporters.
"We did everything we could right from the start and played with real courage going forward.
"Unfortunately we just lacked that little bit of luck, but we came mighty close to surprising everyone.
"We could easily have scored the goals to take us through, both tonight [Tuesday] and last week. That makes it all the more difficult to swallow that we're out.
"After reaching the final last season we definitely wanted to get further than the quarters."
The result saw the Blancos get revenge for last year's semi-final loss to Dortmund, who subsequently lost to Bayern Munich in the tournament decider at Wembley.