With just minutes remaining, the Phocéens were up 2-1 against Paris Saint-Germain and were on the verge of a historic feat, before being caught in stoppage time and defeated on penalties (2-2, 4-1 on penalties).
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In the aftermath, a visibly emotional De Zerbi stated: "The first thing I told my players was that I'd never cried after a defeat. This time, however, I cried as I entered the locker room.
"We had prepared in a certain way, convinced we could win it."
The Italian also said: "Marseille deserved to win today.
"The second thing I told the team is that we must always demand this level of ourselves. Today, everything was there: the play, the defense, the character, the technical quality. Everything an ambitious team needs to win."