Ayew feels that Dortmund didn't deserve the big win, but knows that it will be tough for Marseille to advance to the knockout stages of the competition.
"It's a difficult result to take," Ayew told the press. "We had a good first half, but they scored on the counterattack. It's not like us to concede a goal like that away from home but it's part of the learning process and it's good for us to experience games like this and learn from them. We have a lot of young players in the team and for some of them it's their first time playing in the Champions League.
"I don't think Dortmund were too strong for us. In the first half we had more possession but they scored on the break. We all went forward and they played the ball out really well and finished it off, but the second goal was a free kick which the goalkeeper didn't see coming and the third one was a penalty.
"When you look at the game as a whole, it wasn't like they outplayed us. Of course they're better than us – last year they were in the final of this competition, but we showed that we have the level to play in this competition and with a little more experience we could have got a better result.
"It's going to be very difficult now. I saw that Arsenal won at home against Napoli, but we need to take any opportunities that come our way. It's a great competition and when you have the opportunity to play in it you need to give everything, so that's what we're going to do and hopefully we'll get some good results in the games to come."
Marseille host Ligue 1 champions Paris Saint-Germain on Sunday.