With the score tied at 1-1, Sergio Ramos was hauled down inside the area and after a long VAR consultation, the referee awarded a penalty against Clement Lenglet.
Ramos himself slotted home the kick and Luka Modric's late goal sealed what was a vital win for Zinedine Zidane and his team.
But speaking after the match Koeman was unhappy with the utilisation of VAR in this case, and pointed to other decisions so far this season that have went against his team.
Koeman said of the Ramos penalty: "For me, it is not a penalty.
“I have told the referee that I hope they can explain the issue of VAR to me here in Spain. In five days, the VAR only goes against Barça. He did not enter the penalty from Sevilla to Messi, in the two reds in Getafe, there are several examples. Why is there only VAR against us? I have asked the referee.
"VAR can be very good, but for all teams. Lenglet grabs him by the shirt, but not enough to be a penalty, because there are grabs like that in all the plays in the area.
"If you pull your shirt forward, you fall forward, not back."
But Koeman seemed encouraged with his side's overall performance in the match, adding: "Our plan was to have control of the game, with Ansu as a reference for his speed and looking for depth in the back of the Madrid centrals. In that sense, we can be happy.”