The Royal Blues fell to a shock 3-1 home defeat at the hands of Hoffenheim last Tuesday, a result that saw them eliminated from the competition.
Manager Jens Keller suggested that his players had taken the match lightly, but Draxler believes that such accusations are wide of the mark.
"I don't see it that way. I don't have the impression that we felt we were the best team going just because we had beaten Stuttgart," the 20-year-old told Kicker magazine.
"I can understand why the coach sees that, though. Just look at the running statistics which say that instead of the 120 km we cover in good games, then there were only 112 or 113.
"Of course it looks like there's an attitude problem, but it's something that we've been unable to put our finger on for years here. We show time and time again what we're capable of, but no sooner have we taken one step forwards, we suffer a setback and it gets to you after a while."
Schalke currently sit sixth in the Bundesliga table, seven points off the Champions League places.