Real lost their Champions League tie 2-0 at Anfield, with Mbappe having a penalty saved at 1-0 down.
On El Chiringuito, Guti declared: "It was the second great Mbappé exam, the first was the Clasico. And I think he has not lived up to it, obviously that's the reality.
"We would all like to know what happens to him. He is seen without confidence, shy, even in moments before shooting the penalty he is seen with a scared face ... In that sense, he is the first who is not happy with his performance and surely wants something more.
"I think it is lack of confidence, and you add that Madrid'sism awaited him with great eagerness, hoping for all the best of him. He's come out of his PSG bubble a bit, where he had everything under control. He comes to another team where he has to compete with great players to be the best.
"Everything weighs, and the Real Madrid shirt weighs. It is normal, it is difficult to connect so quickly and soon to a club like Real Madrid, where it is very difficult to play.
"Removing him would be the worst remedy, you have to protect him, and that's what the club does best. Both Florentino (Perez, president), the board and (coach Carlo) Ancelotti will protect him because we all believe in him, I still believe in him. The easy thing is to criticise and say ‘this is not worth it’, but I think he is one of the best players in the world. This doesn't change overnight, when you don't perform at a high level for many games, doing it in a game like this is complicated.
"This is what Real Madrid is going to mark, the requirement to always be well, to score goals ... It is not worth a good streak. He is going to have to change one thing, he is not a player who defended, but he is going to have to learn to do that at Real Madrid."
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