Soldado put the ball over the bar from close range early in the second half of Tottenham's 1-0 loss away to Ukraine's Dnipro Dnipropetrovsk on Thursday, which eventually cost the London club dearly, as Yevhen Konoplyanka converted from the spot for the home side in the 81st minute.
Dnipro's win means they have the upper hand in the two-leg, last 32 tie and Soldado was clearly disappointed with his miss when he spoke about it on Friday.
Soldado wrote on Instagram: "Many thanks for the messages of support. I am sure that if I had scored my chance we would have won the game.
"I know that the people expect a lot from me and they still haven't seen it yet.
"I will keep working hard for those people and I will get there."
Soldado has struck 10 goals in 26 games in all competitions this season.
But with five of those goals coming from the penalty spot, the fans at White Hart Lane remain unconvinced by the former Valencia striker.
Tottenham manager Tim Sherwood also seems unsure about Soldado's capabilities.
Sherwood has started Emmanuel Adebayor as his lead striker in every Premier League match since he took over from Andre Villas-Boas in December.
Soldado scored 30 goals in 46 games for Valencia last season and Tottenham defender Jan Vertonghen said the Spaniard is not far away from producing that kind of form in England.
"Roberto is determined to prove himself and he did well when he played with Adebayor up front," Vertonghen said.
"He just needs a few more games. At some time he will score one and he won't stop scoring. I hope this day is coming soon."
