Rangers' Danish skipper was heartbroken after his club crashed out of the Uefa Cup on Tuesday night against Strasbourg. Their exit came on the same night as their Glasgow rivals Celtic, Premiership leaders Arsenal and Leicester all went out.
The demise of Rangers, who have won nine successive titles, was acutely embarrassing, coming at the hands of a side who are third off the bottom of the French League.
"If you win the the same league nine times in a row it could be because you don't get the competition," he said.
"But then you have to look at Arsenal, who also lost last night. They are top of the English league. It could be the way we play in Britain is too old- fashioned.
"British football is nice to look at and it's quick, but European sides wait until you make a mistake and get the goals. Maybe they are lucky.
"We didn't get into the Champions' League, then we are sent out of the Uefa Cup early. It is a big disappointment.
"The results in Europe in the two years I have been here have not been good. We've bought eight or nine players this season and it takes time for them to play together.
"We have not done well enough yet. We need to think about what went wrong and talk about it in the days to come."
The Ibrox fans are outraged over another European failure and many are demanding the head of the manager, Walter Smith. John McMillan, secretary of Rangers' Supporters Association, admits he can understand their frustration.
"Once again we have failed miserably in Europe and questions have to be asked,'' he said. "We are all bitterly disappointed and we must ask why a mediocre side such as Strasbourg are better than Rangers and can beat them home and away.
"If that wasn't bad enough, they were reduced to 10 men and still looked far better than us. We have spent an absolute fortune over the summer and yet we have managed to get a team who, at this stage, seem to be far worse than last season.
"There's a lack of confidence in the team and a lack of teamwork. All the fans are fed up with it."
But despite all the criticism, McMillan refused to be drawn on whether Smith should be dismissed.Reuse content