Melo said that failure to score in Madrid makes it very unlikely that Galatasaray will qualify for the Champions League semi-finals, but assured fans that they will not give up.
"I was hoping that we'd score goals here," UEFA.com quotes Melo as saying. "We had two really great chances but we couldn't put either of them away.
"We are leaving here feeling down as 3-0 is a tough ending. Madrid are one of the strongest teams in the world. It's not just that they were particularly strong tonight, they always are. That said, we needed to concentrate a bit more.
"Being three goals behind means we must go all out and that will mean leaving spaces in which they can play. Nothing is impossible in football, though. As long as there is a chance, I will always believe."
Didier Drogba had two good chances to score an away goal when the score was 1-0.