After drawing the first leg 1-1 in Glasgow, it was all to play for in the Greek capital tonight, but they did not step up to the plate.
Within six minutes his side were trailing to a Rodrigo Galo strike and it looked a forlorn task for the visitors when Croatian striker Marko Livaja headed in a second five minutes after the break.
"I thought a lot of our build-up play was worth something from the game but you can't defend that softly", Celtic manager Rodgers told BT Sport.
Celtic were on the back foot before kick-off, with Rodgers forced to address Dedryck Boyata's absence because of injury or - as is widely presumed - an obdurate reaction to the club's refusal to allow approaches from the likes of Sevilla, Lazio or Lyon and their rejection of a bid from Fulham.
Celtic are tied 1-1 with AEK going into Tuesday's second leg, with a Champions League play-off place the prize for the victor.More news: Little girl dies after mother drowns her in Florida river
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"You could say they have the advantage, especially with the away goal but we, as a team, are more than capable of scoring an away goal ourselves".
The Hoops have reached the group stages of the competition for the last two seasons but doing so again could be tricky following last week's 1-1 draw with AEK in the first leg.
"It would've been great to have had him here but he's not", added Rodgers.
Rodgers admitted it was "very difficult" to get his head around his side's defending which left them in a Europa League play-off spot where they will play Latvian side Spartaks Jurmala or Lithuanian side Suduva.
2-0 down after 50 minutes, a miracle was needed for them to progress.