Athletic were thrashed 4-1 in Germany on Wednesday night.
Valverde said afterwards: "We don't like to go without a win; we like to compete and do it well, but teams like Arsenal or Borussia punish you if you make mistakes, and they don't fail.
"The Champions League shouldn't hurt us. We have to get back on our feet, because the match against Mallorca on Saturday is incredibly important.
"If you look at the result, it looks like they dominated, but from six chances, we conceded four goals. It's harsh considering the match. It reminded me of Manchester: a little wind and they'll score four goals, they're unforgiving."
Among the positives is the debut of Ibon Sánchez as an attacking midfielder, which the coach called "great news for Athletic, a starting point for the future, especially with (Benat) Prados out."