Bayern were eliminated by Real Madrid following a 2-2 draw in the Spanish capital after having lost 2-1 in Bavaria in the first leg of the tie.
An early Joshua Kimmich goal gave Bayern hope of a comeback, before Karim Benzema struck either side of half time to secure Real's place in the final.
James Rodriguez, on a two-year loan deal from Real, equalised after the hour-mark but Bayern were unable to overhaul the Spanish giants.
It was the decision not to award a penalty to Bayern whilst the game was tied at 1-1 on the night, however, which stuck in the throats of Bayern fans.
Kimmich's attempted cross was blocked by Real full-back Marcelo, who appeared to touch the ball with his hand while trying to stop the delivery.
Bayern’s appeals fell on deaf ears, though, with officials waving away protests, leading Vidal to take to social media to share his frustrations.
Following the game, Marcelo admitted that the ball had struck his hand and that a penalty may well have been a fair outcome, though refused to discuss the matter in detail.
Asked if a spot-kick should have been awarded, the Brazilian said: “Well, if it hit my hand, I'd say so.
“But you guys know that I don't talk about the referees. Many times, refs have ruled against us, and now, I can't come here and talk about his performance again, because when they rule against us I don’t talk about it, you know.