Mbappe scored all four goals as Real Madrid won 4-3 in Athens on the night.
Asked if Real have 'Mbappe-dependency', the striker admonished the journalist for the question.
"I think this question is disrespectful to you and a bad question," a visibly annoyed Mbappe replied.
He continued: "I can say that without our players we wouldn't have won the game."
Mbappé insisted in his response that "in every team there are players with a job to do and mine is to score goals, which in the end is what I can do for the team."
"I don't think there's any dependency or anything like that. It's more of a thing with journalists or people from outside."
Mbappe was then reminded that he did not score against Liverpool, Rayo Vallecano and Elche, and that Real Madrid did not win those games.
"Yes, but you shouldn't say dependence, you should say that Kylian is one of the reasons we haven't won and because my job is to score goals... not dependence. That's what you should say, not dependence. You should say that Kylian hasn't scored and that Kylian has to score," he added.