Kylian Mbappé said he will take full responsibility for a "big mistake" after the striker missed another penalty in champions Real Madrid's 2-1 defeat at Athletic Bilbao in La Liga on Wednesday.

A week after the French superstar failed from the spot in the Champions League against Liverpool, he endured further misery from 12 yards as Los Blancos allowed league leaders Barcelona to retain their four-point advantage.

Alejandro Berenguer fired Bilbao ahead early in the second half, with Jude Bellingham levelling for Madrid after Mbappé's penalty miss.

However, substitute Gorka Guruzeta snatched fourth-place Athletic victory in the 80th minute after a Fede Valverde error.

The defeat and Mbappé's penalty miss will heap further pressure on to the former Paris Saint-Germain striker's shoulders after plenty of criticism in recent weeks.

"A big mistake in a match where every detail counts – I take full responsibility for it," said Mbappé in a post on social media network Instagram. "A difficult moment but it's the best time to change this situation and show who I am."

Madrid coach Carlo Ancelotti said the forward was downhearted after goalkeeper Julen Agirrezabala saved his penalty.

"Obviously (Mbappé) is sad, disappointed, but he has to continue," the Italian told reporters.

Mbappé has scored 10 goals in his first 20 games for Madrid across all competitions but is struggling for consistency.

"He's not at his best level but we have to give him time to adapt, he's scored 10 goals, he can do better and he's working to do that," said Ancelotti.

Madrid were hoping to build on three consecutive wins in La Liga, despite missing Vinicius Junior and other injured stars, with Ancelotti bringing French midfielder Aurelien Tchouameni back into the starting line-up. (AFP)