BVB won 3-1 to leave Milan's chances of reaching the round of 16 hanging by a thread.
Loftus-Cheek said afterwards: "We started very well, we had good opportunities. They exploited theirs, we didn't do the same with ours. Not one of our best nights.
“There were too many spaces between the lines, we had difficulties. However, we had our chances, which we didn't take advantage of. In football it counts to put it in. Now let's go and give everything at Newcastle.
“Yes, we have to do it. But we can only focus on Newcastle, then it depends on Dortmund and PSG. We have to do our part and let's see what happens."