The Gunners were dumped out on the away goals rule after conceding in injury-time.
Aubameyang remarked at the final whistle: "Very, very disappointing. What can I say? It is very, very hard. It was a tough game again.
"The last-minute goal was, yeah, unlucky for us. That is it.
"It was tough because they played very deep. It was hard to find the solutions in the final third. It was a really tough game and tough to find spaces.
"We will try to keep improving in the league and try to win as many games as possible and we will see."
Aubameyang fluffed a chance to send his team through and was asked how he missed.
"I don't even know. I feel very, very bad. It can happen but I do not know how I missed this chance. I was tired, I had some cramps but it is not an excuse."