After doing well to make the game 2-2 in injury time, the Blaugrana failed to ride the momentum as they were beaten 3-2 in extra time by Bilbao.
An Iker Muniain penalty settled matters in extra time and the defeat means Barcelona are now winless in their last three games.
Alba revealed after the game that the Catalan side played well in the second half after a tepid first-half, but needed to implement things better on the pitch:
"In the second half and in extra time we competed well. In the first we were a bit weak. We have to improve in many things: we have to try to attack better, have more possession, not have these transitions against us... Too bad. Another opportunity that escapes. We have to reconsider and continue".
"We have to keep working. Words are unnecessary, things have to be done well. The road with Xavi is positive but it's a difficult year. There are new players, but the quality is there. It's a very difficult year on an individual and collective level. that we have been around longer we have to pull the bandwagon and encourage the younger ones".
Another chance of winning silverware goes begging for Barcelona
The Blaugrana have had a rough ride under new manager Xavi so far. While performances on the pitch have improved, the results have not been there.
The Copa Del Rey was a good chance for Barca to win some silverware this season, so the defeat against Athletic Bilbao comes as a rude awakening.
To make things worse, talented attacker Ansu Fati picked up an injury that could rule him out for some time if reports are to be believed.
Barca are still in the UEFA Europa League and will hope to win the competition after dropping down to it from the Champions League group stages.
Finishing in the top four will also be a priority for Barcelona. They are currently a point behind Atletico Madrid, who occupy fourth position.
Paul Merson predicts Man City vs Man Utd, Arsenal vs Tottenham and other GW 9 matches! Click here