"We're sad and we're f****** sunk", Marcelo said after the match.
"It is one of the worst situations I've experienced here", added the 29-year-old who has been with the club for over a decade.
The Frenchman added: "We're not going to talk about the league every weekend, if we lose points we can not be successful".
The defending league champion finds itself 14 points off Barcelona's pace, albeit with a game in hand, and could use a boost to fortify its place among the league's Champions League places.
If Catalonia becomes independent and Barcelona are booted out of La Liga and cannot persuade another major league (France, Italy, Germany or England) to give them a home, Messi could leave without having to pay his 700 million euro ($843 million) buyout clause, said El Mundo.
"We played very well in the first 45 minutes but not in the second half and a game lasts 90 minutes". This has all helped Celta to pick up 21 points for the season so far, but their form in their last five games, in which they have only won twice, is threatening to force them into a relegation battle for the season to come.
Zidane also refused to comment on whether or not his side were out of the title race. If that changes by June or if we sit down and talk about it, we may sign players in certain positions.
"We know we lose a lot because he (Sergio Ramos) is our leader our captain and we always want Sergio with us and with the team. We have to focus on each game now and try to win them", he said.