The young midfielder was outstanding in Juve's victory over Inter Milan, but everything collapsed against the Germans.
Marchisio said: "After the great effort to win against Inter there has been a relaxation, also owed to tiredness. Moreover Bayern played a great game, demonstrating they had more desire to go through than us.
"In my opinion, we played for qualification before. We should not have gone into the last game still needing to qualify.
"Right now we are all angry, but also conscious that we can react in only one way and that is on the pitch. We have to think about winning the two games against Bari and Catania and going into Christmas at our best, then exploiting the winter break to recharge our batteries.
"From February we will also think about the Europa League, knowing that it will not be easy because there are many great teams.
"For us, every game has been like a Final for some time. We won the Final against Inter. The one against Bayern unfortunately went badly.
"We only have to react and find the continuity that we are still missing."