The team was defeated 4-0 in the semifinals, but Guti believes that one match does not define Xabi's abilities as a coach.
"Xabi knows that as Real Madrid manager, every game counts," said Guti in an interview.
"But I'm with him, I'm convinced that we'll see a different Real Madrid in the future."
Guti also praised PSG's Achraf Hakimi, who he coached in Real Madrid's academy.
"Achraf is a talented player who has grown significantly since I last saw him," said Guti.
"He's now one of the best right-backs in the world, and it's a pleasure to see him play."
