The Bundesliga leaders took another step towards clinching a sixth successive title with a 6-0 victory at the Allianz Arena, in which they scored five times in a ruthless first-half display.
Weigl, who replaced Gonzalo Castro after just half an hour, admits Dortmund deserved nothing better from their wretched performance.
"Bayern were simply a class above," he said, as quoted by Ruhr Nachrichten. "At no time did we have the feeling we could take something, so the result is fine. We had a maximum of one, maybe two chances.
"It's tough. We wanted to get something, but if you want to get something in Munich, you have to bring some courage. If you're nervous beforehand, you have no chance.
"If Bayern had the ball, we could not get near it and did not go into duels to win it. We couldn't win second balls either. It was a well-deserved victory for Bayern."
Weigl is hopeful his side's chances of qualifying for the Champions League have not been irreparably damaged by the loss to Bayern.
"I hope not, of course," he said. "Obviously, it was a blow. But we have enough time before the next game.
"We have to realise we were a class below here, but that's the way it goes for most teams in the Bundesliga.
"I hope it was just a slip-up. We have a home game against Stuttgart, in which we want to show a different face."