The Italy international fired wired with the goal at his mercy in the closing stages of their semi-final clash and took to his Facebook page to say sorry to Bianconeri fans.
“I couldn’t miss. It was so important, I’m sorry,” he posted.
Sebastian Giovinco’s close-range effort was saved by Lazio goalkeeper Federico Marchetti before Marchisio scuffed wide from three yards out.
A goal would have taken Antonio Conte’s side through on away goals and the 27-year-old said that the club will now focus all their efforts on Serie A and the Champions League.
“Now we have two targets left and we’ll give it our all,” he added.
“We’d saved the game and we had chances to get to the final, but, unfortunately, it ended as it did. We have to give much more, starting with myself, even if we played well.”
Juve currently lead second-placed Napoli by three points at the top of Serie A and play Celtic in the last 16 of the Champions League.