"(The reaction) has been greatly exaggerated and has taken on incredible proportions," Kermorgant told French newspaper Ouest France, which speculates that he now regrets not accepting the Caen offer.
"It is a moment that obviously is not easy to live with in a career and I am sorry I missed the penalty.
"Certain people have taken the pleasure to remonstrate that, and it has hurt me.
"I still have two years of my contract left. If it is in Leicester, then it is at Leicester, if it is elsewhere because they no longer want me, it will be elsewhere.
"I am very disappointed that they haven't given me more confidence. For an attacker that is the key."