Without their world-record signing Neymar, PSG fell to a 2-1 defeat in the second-leg at the Parc des Princes last week Tuesday, with an aggregate scoreline of 5-2.
With the failure of advancing to the quarter-final stage, rumours are already brewing over a potential exit of their Brazil superstar and Mbappe, who's set to complete a £160m (R2.6b) transfer from AS Monaco at the end of the season concedes Los Blancos proved there's a clear gulf in class.
"Mentally we wanted to face the game against Madrid as best as possible," he told the league's webiste after scoring in Saturday's 5-0 Ligue 1 win against Metz. "No one can say that we did not try.
"But this is football and, although we have great players, Madrid showed the difference between having great players and being champions."
The on-loan forward has scored 17 goals and registered 15 assists in 36 games this season.