Munich: The Germans were handed a massive opportunity to regain control of the match in extra time after Didier Drogba had fouled Franck Ribery in the box, but Robben`s spot-kick was weak as Petr Cech dived to his left to save.
The Dutchman admits he is struggling to come to terms with not only the disappointment of Bayern failing to lift a fifth European Cup, but also the impact of his penalty miss, which he feels may have contributed to his side`s eventual downfall.
"I can`t describe how I feel with words, but it`s been a terrible night," Robben said after the game.
"Two or three times you feel you have the cup in your hands [during the match] but at the end you stand with nothing."
"It wasn`t a good penalty. I wanted to shoot the ball hard and high in the goal, but the ball didn`t go high enough.
"It was a terrible penalty kick. After that, I still played well but you have to change your mindset at that point (of the penalty miss)."
Robben also revealed that Drogba and Uefa president Michel Platini had sent their commiserations to him in the aftermath of the penalty shootout, which ended 4-3 in Chelsea`s favour.
"The fact that Drogba and Platini tried to cheer me up was nice, but it`s worth nothing," Robben said. "I wanted that cup but it didn`t happen."