Les Phoceens were beaten by Arsenal and Borussia Dortmund in the earlier stages of the competition prior to their 2-1 defeat to Napoli at the Stade Velodrome on Tuesday night and are without a point at the bottom of the table.
"It's a little too early to analyse the standings after this game, but the feeling that dominates is disappointment after another loss," Cheyrou told reporters. "It just shows that we're a level beneath the other teams.
"Napoli are a very good side who are in contention to win the league in their home country, like Arsenal and Dortmund, so they're a notch above us. We played better in the second half than in the first and we had chances, but they put theirs away. At the highest level, that makes the difference and it showed that we still have work to do to improve.
"When you look at the result and the gap between ourselves and these very good teams, we know the road we have to take. We have to stay humble and work to reduce the gap as quickly and as much as possible. It's a difficult period for us, but we have to stay united."
Marseille return to Ligue 1 action on Saturday when they face Reims.