PSV midfielder Oscar Hiljemark described his team's dressing room as angry and disappointed after their UEFA Europa League exit.
A 1-0 loss at home to Chornomorets on Thursday saw PSV finish third in Group B, ending their European campaign.
The defeat is set to increase the pressure on coach Phillip Cocu, whose team sit a disappointing 10th in the Eredivisie.
Franck Dja Djedje scored the only goal of the game at the Philips Stadium as PSV slumped to their fifth defeat in six matches in all competitions.
Hiljemark said it was a quiet dressing room after the loss and lamented failing to score the opening goal.
"There wasn't much said in the dressing room after the match. It was a mix of anger and disappointment," he said.
"It's not a good feeling to go home with, so it's going to be a long night.
"They only created three chances and we created lots. If we'd scored the first goal it would have been an easier game.
"The first half was good, but the second ebbed and flowed and we found it difficult to take control.
"We went into the second half full of confidence but it was tough after they scored. We didn't want to go all-out attack and risk conceding again."
Chornomorets were reduced to 10 men in the 87th minute when Spaniard Sito Riera was shown a straight red card.
PSV forward Memphis Depay said his team got too desperate with their numerical advantage, but wants them to stick together through their poor form.
"We played well, but as soon as we conceded it became difficult to find our rhythm again," he said.
"After they went down to 10 men we started pumping long balls into the penalty area to force an equaliser, but it didn't work.
"We failed to capitalise on some decent play. We have to get out of this dip together. We'll keep talking about what's going wrong and working to improve, and at some point we'll turn a corner.
"As long as we remain close as a group we'll get through these tough times."