The Hoops were put to the sword in Wednesday night's Champions League clash, with Thomas Muller and Joshua Kimmich giving the hosts a half-time lead which was extended by Mats Hummels after the break.
"We were a little bit unlucky the way we've managed to try and keep the ball but they're a quality side and that's what happens when you come over here at times," Brown told BT Sport.
"We tried to put them under pressure. We tried to play our own game. We had to try and keep the ball and create chances and we had a couple of chances that we were a little bit unlucky with, especially in the second half.
"It's mentally tough but you have to keep working hard. You've got to keep compact. We can't give up because it could be seven, eight, nine - nothing if we do.
"The possession wasn't maybe as good as it could have been but we've tried to play our game and that's what you have to do in the Champions League and that's why we try to get better every season as it goes on and that's what the manager wants us to do."
Celtic are third in Group B after three games, three points clear of bottom side Anderlecht.