The attacking superstars were mocked by their own supporters before beating Bordeaux 3–0 to take a 15-point Ligue 1 lead.
But PSG fans expressed their anger ahead of the game against Messi and Neymar after their midweek loss to Real Madrid.
The French giants squandered a two-goal advantage to lose 3–2 on aggregate at Madrid, with Karim Benzema scoring a hat-trick.
But it was summer signing and ex-Barcelona star Messi, 34, and Brazilian Neymar, 30, who faced the wrath of fans.
Pochettino told Canal+ “No, for me it’s unfair. We all deserve this anger from the fans, not just Neymar and Messi, they are two world-class players.
“So we have to respect them. When we lose or win, it’s always as a team.
“My feeling of the match? Very difficult. We can understand the frustration, the disappointment of our supporters.
“We feel the same and we are all together in this huge frustration of not going further in the Champions League.
“The whistles? It was for everyone. We’re a team, we’re all together. It’s a really sad situation.
“The objective is to win the title. The situation is difficult, we are not going to change the past.
“I have to try to concentrate and win the title but also the next matches.”
Pochettino’s admission comes with the Argentine still heavily linked with a move to Manchester United this summer.
Old Trafford bosses are looking for a long-term successor for Ole Gunnar Solskjaer, who was sacked in November.
Ralf Rangnick has taken on the role temporarily until the end of the summer, but is not believed to be in line to continue in his role next year.
Ajax’s Erik ten Hag, Real Madrid boss Carlo Ancelotti and even Chelsea manager Thomas Tuchel are also linked with United.