Martin Skrtel (left) comforts Dejan Lovren (centre) after his penalty miss
Lovren skied the last spot kick as Liverpool went out of the Europa League to Besiktas in Istanbul.
It means the Reds' last realistic chance of a trophy is the FA Cup.
They play Blackburn in the quarterfinals this weekend and Skrtel insists Lovren isn't to blame for his Europa League mishap.
"It wasn't easy for him after the game against Besiktas, because he missed the penalty," Skrtel told liveproolfc.com.
"But you can't blame him for that; penalties are always a big risk and a lottery."
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Lovren quickly returned to form as he helped Liverpool overcome Manchester City in the Premier League last weekend.
And Skrtel revealed his admiration for the player, who endured a rocky period in his first few months on Merseyside following his transfer from Southampton in the summer.
Skrtel said: "He's the one who missed, but that's football and that's life. He responded well and played really well on Sunday, helping the team to get three points.
"I was glad for him because he's a nice guy. I talk to him a lot, he's my neighbour and I'm glad he's getting to the form that he was in at Southampton.
"It's not easy to come to a club like Liverpool, because it's a big club and expectations are very high.
"It's not easy to come in and perform well from the first day until the last.
"In football and life you have bad days and better days - that's normal. I believe Dejan will perform well. He is showing his quality every day in training and also in the games he has played. I just hope he will carry on this way until the end of the season."
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