The 27-year-old scored his side's only goal in their 3-1 CAF Champions League defeat to Club Brugge on Tuesday.
But he also missed a 61st minute penalty as Chemsdine Talbi (3', 27') bagged a brace alongside a late first half goal from Ferran Jutgla.
The result saw Gasperini's team eliminated from the competition with a 5-2 scoreline following their 2-1 first leg loss.
Lookman was described by his manager as 'one of the worst penalty takers' after the game.
In response to the comments, the player said on social media: "Being singled out in the manner I have been not only hurts but feels deeply disrespectful, not least because of the immense hard work and commitment I have always put in each and every day to help bring success to this club and to the incredible fans of Bergamo.
"In truth, I have dealt with many difficult moments during my time here - the majority of which I have never spoken about because in my opinion the team must always be protected and must come first.
"This makes what happened last night even more hurtful. Along with our incredible fans, we as a team are hurting too with last night's result."