The Dutchman offered no excuses after his miss.
Robben, who also fluffed a penalty in their Bundesliga title showdown with Borussia Dortmund, said: "I can't describe how I feel with words, but it's been a terrible night.
"Two or three times, you feel you have the cup in your hands but at the end you stand with nothing.
"It wasn't a good penalty. I wanted to shoot the ball hard and high in the goal, but the ball didn't go high enough. It was a terrible penalty kick.
"After that, I still played well but you have to change your mindset at that point."