Jude Bellingham then equalised -- pouncing on a rebound from an Mbappé shot -- before Athletic's Gorka Guruzeta scored a later winner, following a mistake from Federico Valverde.

Mbappé's failure to convert the penalty came a week after he saw another effort saved by Liverpool's Caoimhín Kelleher in Madrid's 2-0 loss at Anfield in the Champions League.

"I haven't spoken to [Mbappé]," Ancelotti said in his post-match news conference, when asked how his players were feeling. "I shouldn't evaluate a player's game based on a penalty. Sometimes you score them, sometimes you don't. Obviously he's sad and disappointed, but we have to carry on."

"Fede [Valverde] is sad and disappointed like Kylian, but Fede is a great player. People make mistakes in football."

Mbappé has scored 10 goals in 20 appearances for Madrid so far, but has faced growing criticism over his form in the last month.

"He isn't at his best level, but we have to give him time to adapt," Ancelotti said, confirming that Mbappé would continue to be a possible penalty taker for Madrid, alongside Vinícius Júnior and Jude Bellingham. "He's scored 10 goals, he can do better, and he's working to do better."

Mbappé had turned down the chance to take another penalty against Getafe on Sunday, with Bellingham stepping up instead.

"He took the responsibility to take it today, and it didn't go well," Ancelotti said. "But in football, that can happen."

Athletic keeper Agirrezabala said he'd anticipated which way Mbappé would put his penalty.

"Nowadays we study everything a lot," he told DAZN. "We knew he's a good taker. He had just missed one, and I thought he'd go the same side. Luckily, that's what happened."

The defeat leaves Madrid four points behind LaLiga leaders Barcelona, with a game in hand.