The Basques were denied a first point in this season's Champions League by a sensational last-minute free kick from Jens Hegeler at the BayArena.
Real Sociedad coach Jagoba Arrasate has revealed that his players were left "depressed" by Wednesday's 2-1 defeat to Bayer Leverkusen.
After losing at home to Shakhtar Donetsk, the Basques looked set to pick up their first point in Champions League Group A in Germany, with Mexican forawrd Carlos Vela having cancelled out Simon Rolfes' first-half opener.
Hegeler scored a stunning free kick in the dying seconds to decide the game in the home side's favor, though, and leave Sociedad utterly devastated.
"The result is not fair, and the players are depressed," Arrasate told reporters. "We're not satisfied; we were more than worth a draw.
"It was a pity they cannot celebrate, as we have played a great game against a good opponent. We have done much to achieve merit without getting any points."
Socieded must now attempt to kick-start its campaign by taking points off group leader Manchester United, with the sids set for consecutive matches against one another.