Barry Robson put Celtic ahead but two goals by Aalborg gave the Danes the win.
“Having got in a position to win the game and thrown it away like that, (it was) very disappointing,” the Scotland defender told STV.
“I think we did enough to win the game but football’s not like that. You’ve got to score goals, you’ve got to do more than that.
“We didn’t see the game off when it mattered and we didn’t take the chances when it mattered either.”
He added: “I think we should be better than Aalborg. I think we’ve done enough at certain times but you have to be better than that away from home in Europe.
“We haven’t been good enough on the night and we haven’t been good enough in the campaign
“We have to deal with that and we have to get better from it. We’ve got try and learn from it.
“We’ve been in the last 16 for the last two years. We know how good it is. We want to be there.
“We’ve paid the price for some sloppy performances.”
