Villarreal won 4-3, with Dani Parejo scoring in the tenth minute of injury-time.
Marcelino later said: "I am very happy with many things that we did very well, and it is evident that we have to correct others. Celta penalized us with very little, in a first half that we did very well. We came back, we almost had the 4-2, then we conceded a goal that we shouldn't have.
"Then we were closer to losing than winning and the goalkeeper saved us. We arrived at the final stretch very tired. That made us lose freshness and Celta, with the incorporation of footballers on the offensive side, caused us problems."
He added: "Some of the chances they gave us are very remediable but we committed them due to a physical problem.
"The game is wonderful for the spectator, for the coaches it is to praise the good and correct the less good."