Chelsea came from behind twice before three late goals saw PSG win 5-2 at the Parc des Princes.
"Our performance up to the third goal was very good, but it can’t be spoken about now because of the end result," said Rosenior.
"It’s a very disappointing result on an evening where for much of the game I was pretty happy with our performance. The last 15, 20 minutes were crazy. At the top level it’s fine margins.
"Mistakes happen and we have to stay calm in the moment, me included. We didn’t and we were punished by a very good team. The scoreline is a painful one because for 75 minutes we were well in the tie and the game itself."
Rosenior also reflected: "At 2-2 we were in the ascendency, and we were an inch away from going to 3-3 with Enzo (Fernandez) an inch offside for Joao Pedro’s goal.
"Even at 4-2, it’s not the best result at all but we’re still right in this back home at Stamford Bridge. So the fifth goal was the most painful one.
"We didn’t settle ourselves down, we don’t deal with a basic pattern of play, they score a fifth goal and make the tie very difficult for us. We have shot ourselves in the foot and made this tie very difficult but not impossible to come back from."