Bielsa led his team to the final of the competition last season, however, their chances of making it past the group stages in this campaign look slim after three losses in their four matches played so far.
The former Argentina head coach admitted that he can no longer comprehend his team's failings in light of so many disappointments already this term and continued to claim that Athletic deserved better.
"Losses always discourage you. But, when they are undeserved it just accentuates the sadness," he was quoted by Marca.
"When it happens so many times, one loses the ability to put up an argument, to explain things. To merit something, but, to continually not receive it, leads one to think there must be some sort of explanation. But, I do not know what it is.
"We were not that disorganised in defence to concede three goals. We have not defended badly, rather broadly speaking we kept our shape well, had chances to score and had the ball for long periods. Yet still we lost, and all my explanations are just becoming meaningless in the face of such results.Bielsa accepted the blame for the defeat while explaining the only thing left to do is look over the errors, try and correct them, but, more importantly, move on and keeping working.
"All we can do is analyse the errors and draw some conclusions. We have to continue working without making the same mistakes whilst having tolerance and patience in what we do," he continued.
"I am the one responsible for this team. Clearly, I have not been able to provide the right answers to our problems but we continue moving forward."
Despite their latest setback, Athletic Bilbao midfielder Ander Herrera has urged his team-mates to remain confident in their abilities and to not lose face.
"We have to continue playing with pride. We cannot lose this. We still have a chance in this competition," Herrera said."There has to be calm and confidence in what we do because this team can play good football and when we play well, results will come."