In the wake of the defeat, which saw Arsenal eliminated 5-1 on aggregate, Welbeck accepted that competing with some of the world's elite professionals was an arduous task for the North Londoners.
"It is difficult," he admitted.
"They are the best players in the world, to come here and play it is great opportunity and we didn't give up. We would have liked to have done better but it might have been different in certain situations.
"We came and did the best we could but it is disappointing.
"They were clinical with their finishing. I think that was the difference."