كتب : Ahmad Saied
The Spanish giants stormed back from a two-goal deficit to tie Lyon 2-2 through goals from Mahamadou Diarra and Van Nistelrooy himself.
But the Dutchman's attempt to snatch a last-gasp victory from the spot was denied by keeper Gregory Coupet.
"The team showed character and spirit to get back into the game but I failed to convert a penalty in the dying seconds," Van Nistelrooy was quoted as saying by Spanish media.
This was Van Nistelrooy's third squandered penalty in five attempts since arriving at Real Madrid from Manchester United in the summer.
"I didn't play the ball well and it is really bad to miss such a number of penalty kicks," said Van Nistelrooy, who scored four times in five European games.
The result left Real in second place of Group E with 10 points, three adrift of leaders Lyon as both sides guaranteed spots in the first knock-out stage.