Koke described penalties as a "lottery" after he was one of two Spain players denied from the spot by Igor Akinfeev as Russia produced one of the great World Cup shocks.
Russia held Spain to a 1-1 draw in Moscow on Sunday, moving into the quarterfinals of its home tournament after a 4-3 shoot-out success.
Koke's tame effort was easily dealt with by Akinfeev, who then produced a magnificent block with his leg to keep out Iago Aspas and send Russia through.
Atletico Madrid midfielder Koke, though, said luck went against Spain, which recorded 79 per cent possession and faced a single shot on target from Russia.
"We did not expect this, the team played a great game," Koke said. "We did not deserve this, but the penalties are a lottery and we have not had that fortune.
"We were comfortable, we had the ball... It's hard to get in, from the outside you can see it is totally different, we had the game controlled and in an isolated move they got a penalty goal - we have not had that luck today."
Remain true to your style
Spain's slow possession style is likely to come under the spotlight after a second consecutive World Cup disappointment since its success in 2010.
But whether or not Fernando Hierro remains in charge - he was appointed following Julen Lopetegui's shock sacking on the eve of the tournament - Koke says Spain should stay true to its beliefs.
"I do not know if Fernando will continue as coach or another will come with another type of style, but the national team has always felt comfortable with this style with which the successes came in. Personally, I prefer not to lose it," Koke said.
"It's not really that he changed us, we knew it was a World Cup, we had to give everything, your leader goes and Fernando came and did his best, the best he could, and the players have tried to respond as well as possible."