The 5-0 aggregate loss ends the German side's hopes of retaining the title that they won in London last year.
The winger told reporters: "We have been punished tonight. But we have to lift our heads, because we have a cup final coming up [against Borussia Dortmund]. We received a 4-0 beating today. Accept it. Cry about it. Go home. Then move on."
Real will play either Atletico Madrid or Chelsea in next month's final in Portugal.