By ESPNSTAR.com staff
Despite having home advantage, Bilbao found themselves 2-0 down at the break following goals from Bafetimbi Gomis and Yoann Gourcuff.
And while the hosts did eventually find themselves level ten minutes into the second half thanks to an Ander Herrera strike and a penalty from Aritz Aduriz, Lyon eventually went on to claim all three points in the 63rd minute when Alexandre Lacazette netted.
Thursday's defeat was the latest setback in what has been a disappointing season so far for the La Liga side, who are currently 14th in the league after picking up just 11 points from their opening ten games.
Speaking after the game, Bielsa admitted the loss to Lyon was even more difficult to take given he believed they deserved something out of the game.
"Losses always discourage you," he told Marca. "But when they are undeserved it just accentuates the sadness.
"When it happens so many times, one loses the ability to put up an argument, to explain things. To merit something but to continually not receive it, leads one to think there must be some sort of explanation. But I do now know what it is.
"We were not that disorganised in defence to concede three goals. We had not defended badly - we kept our shape well, had chances to score and had the ball for long periods. Yet we still lost, and all my explanations are just becoming meaningless in the face of such results."
Nonetheless, the 54-year-old admits it his responsibility to iron out his side's problems, which he believes may take awhile to get sorted out.
"All we can do is analyse the errors and draw some conclusions," Bielsa added. "We have to continue working without making the same mistakes, while having tolerance and patience in what we do.
"I am the one responsible for this team. Clearly, I have not been able to provide the right answers to our problems but we continue moving forward."
Bilbao are next in action on Sunday when they entertain Sevilla in the league.