The Brazilian had little impact in a crushing defeat at the Santiago Bernabeu, PSG falling to a Cristiano Ronaldo double and Marcelo's late strike after Adrien Rabiot put the Ligue 1 leaders in front.
Neymar was perhaps fortunate not to be sent off, having appeared to dive after being shown a yellow card for a rash hack on Madrid defender Nacho, leading to criticism of the Brazilian from his homeland.
Former Brazil international Walter Casagrande suggested fans are "creating a monster" by going overboard with their praise for the 26-year-old, who became the world's most expensive footballer when he joined PSG from Barcelona for €222 million in August.
And Neymar appeared to respond to the criticism with a post on his Instagram page, which has 89.5 million followers.
Having seen his father hit back at detractors considered to be "vultures", the Samba star offered his own take on the fallout from a heavyweight European encounter.
"Thank you, my God, for all the moments I have in soccer, especially the hardest ones!" Neymar wrote.
"I never told you that the walk would be easy, but it will be worth it."
Neymar has been consistently linked with a move to Madrid, but after his side's defeat on Tuesday he said: "I have a contract with PSG. I am happy with my team-mates and I only think about my story here."