Despite a 2-0 win on the night in Germany, the Gunners went out of the competition on the away goals rule with the teams tied at 3-3 on aggregate.
"Tonight, there is no place for regrets," Koscielny told BeInSport. "We wanted to pressure them high and we were good.
"We fought well, we tried to produce the play but there was a big team in front of us."
Koscielny scored Arsenal's second goal of the night at the Allianz Arena.