A 1-1 draw at San Siro stadium saw Milan lose their round 16 playoff 3-2 on aggregate. Making Milan's task all the more difficult was Theo's red card for diving in the first-half.
Gabbia said at a charity function last night: "The last Champions League night wasn't easy but we talked and compared notes, we understood that the only way is to work hard. The season is long, there's also the Coppa Italia, we have a moral obligation towards ourselves and our fans.
"We know that our season cannot make us satisfied, there have been good games but without the necessary continuity. However, the things we said to each other should remain between us and in the locker room. Now let's end the season in the right way."
On Theo, Gabbia added: "Absolutely, the day after the game he apologised to the group. But from my point of view he shouldn't have done it, I've known him for years and I know how much he cares about the Milan shirt and the world.
"Obviously, he wasn't happy and he was down, but he's one of our champions, an asset who had a bad night but gave us points and trophies. All the support: he made a mistake, but he has Milan in his heart and he will prove it."