Barca took the lead through Pedri, but were beaten 2-1 as Atletico struck via Rodrigo de Paul and Alexander Sorloth.
Sorg took charge, with Hansi Flick suspended for the game, and said afterwards: "In the end, it was a different game in the last few minutes. We created a lot of chances but we didn't score. It was a painful defeat.
"I think it was one of the best games of the season but we didn't get any points. We can be proud because we tried everything but in the end our opponent was more accurate. That's the main reason for the defeat.
"Of course, if you don't score the second against a team like Atlético... in those last fifteen minutes the game can become very complicated for you.
"I think we managed to defend well at the end but they scored against us at the last moment."