Captain Thomas Mueller said Bayern Munich had "come back down to earth" after a 2-1 home loss against Freiburg on Tuesday saw them knocked out of the German Cup.
Bayern beat Dortmund 4-2 on Saturday to return to the top of the Bundesliga as Thomas Tuchel made his bow as coach after replacing the sacked Julian Nagelsmann, keeping the Bavarians on course for a treble.
But an injury-time penalty for a handball by Jamal Musiala, converted by Freiburg's Lucas Hoeler, saw the visitors grab their first ever victory at Bayern.
Bayern, 20-time German Cup winners, have now been eliminated before the semis for three straight years since their treble-winning season in 2019-20.
"(We're) sitting here now with broken shards of something, for this year it's over again in the German Cup," said a "disillusioned and brutally disappointed" Mueller who scored two goals against Dortmund.
"Now we've emotionally come back down to earth – or a bit further down."
Bayern sacked Nagelsmann during the international break, despite the team having only lost three matches in all competitions this season.
Tuchel said his new team were lacking "that last bit of greed and hunger" to win.
"The expectation was of course to win and we were in the situation to win," said Tuchel, who won the 2016-17 German Cup while Dortmund coach.
On Saturday, Bayern face fourth-placed Freiburg again, this time away from home, in the league.
Bayern currently sit two points ahead of Borussia Dortmund, with eight Bundesliga matches remaining, with surprise challengers Union Berlin two points further back.