Chelsea ranaway with a 3-0 win, which also saw PSG midfielder Joao Neves sent off late in the second-half.
Afterwards, Marquinhos said: "I think they worked well on our weaknesses. Tactically, they put us in difficulty in the first half. We took a while to react.
"We have to correct that for the future. The teams will study us now. They will know what we do well and what we don't. It's up to us to always be at our best.
"The physical battle was won by Chelsea. They won a lot of duels. We were below what we know how to do. They were very efficient. That changes the whole result. We saw it in the Champions League final, against Real, against Bayern, it changes everything to be efficient. We didn't manage to score. We weren't efficient."
A crazy season
Defeat the setback, PSG still finished the season with four trophies, including a first Champions League title.
Marquinhos also said: "The supporters are always there in good times and bad. We wanted to win this match and bring this trophy back to Paris. We don't know if we'll still be there at the next World Cup with PSG. It's a shame for us.
"It doesn't take anything away from our crazy season. They were incredible moments. We lost with our strengths and our philosophy. We didn't hide. We played our game. Chelsea deserved more than us ."