The veteran left-back gave away the penalty in the 22nd minute, bringing Lamine Yamal down and giving Mikel Oyarzabal the perfect chance to give Spain the lead.
Oyarzabal expertly converted, and France were on the back foot from there on out, unable to come up with an equaliser before Pedro Porro put the game out of their reach.
Taking to Instagram two days after the defeat, Digne said: "And so, a dream is over.
"The dream of a little boy, and surely that of thousands of people behind us. We always imagine so many things, often the most beautiful ones.
“But the end of a dream can sometimes be difficult, and the awakening even more brutal. The hardest thing today is finding the words to express this immense disappointment."
Reflecting on his role in the defeat, Digne stated: "First of all, I am disappointed in myself. Also disappointed for this team, for all the efforts we put in, and for this group of incredible players.
“I am also thinking of everyone who made the trip, as well as those who supported us from France and all over the world. Your support carried us throughout this adventure."