Sevilla won 2-0 to reach the quarterfinals.
“Everything. Everything. We were never in the game, from the first to the last minute," Dzeko told Sky Sport Italia when asked what most disappointed him.
“They ate us up in every area. They were better prepared, played better, in better shape. Everything."
He continued: “They pressed us, we wanted to play the ball and it wasn't possible. They would have a couple of passes and then a long ball over the top.
“Maybe we didn't notice that it wasn't possible to play it out from the back and should've used me as a target man for long balls, but we tried that for 90 minutes.
“On the strength of this performance, we have a very long way to go. We've got to ask ourselves some serious questions. I am disappointed because we didn't play at all well and were never in the game. That's a real let-down."