Lopetegui is under great pressure after four defeats in five games.
"My job? Right now that's the last thing on my mind," he said. "I have to lift the players for a very important game on Tuesday.
"I believe we clearly deserved to win the match.
"Football is what you make of it, the team who scores the most goals wins.
"We have to sit down and think about what we are doing badly, to change the momentum.
"The goal is not coming. We have to insist and not worry, the team have done many things well.
"My players don't deserve this punishment, we have a Champions League game and we have to recover."