"We didn't find the solutions in the last 20 metres but we have to think about the next game against Madrid. It's very important for us but we are very disappointed with the defeat."
Mbappe's 24 goals this season are more than Lionel Messi, Neymar, Angel Di Maria and Mauro Icardi combined, and his absence at the Allianz Riviera further underlined just how he important he is to the French champions.
"They have (Marco) Verratti, Neymar, Di Maria, Messi... they go well with other players but there's a PSG with Kylian and one without," said Nice coach Christophe Galtier.
"To beat Paris you need to have everyone on the same wavelength. We've taken four points against them. That doesn't happen often and it makes up for silly points dropped here and there."
Crunch time in Madrid
Mbappe, out of contract in July and strongly linked with a move to Madrid, will return well rested in Spain as PSG try to defend their 1-0 lead the France star secured with an injury-time goal last month.
Gianluigi Donnarumma and Presnel Kimpembe are also likely to be recalled after being given the night off at the Allianz Riviera, while Idrissa Gana Gueye only made a brief appearance.
Nice twice threatened early on through Amine Gouiri, who led the club to a first French Cup final since 1997 in midweek following a 2-0 victory over fourth-tier Versailles.
The former Lyon forward forced Keylor Navas into a save low to his right before bending another shot just wide as Nice's quick ball movement troubled the visitors.
Neymar released Di Maria in behind the Nice defence but the Argentine's attempted scoop was flicked behind by the fingertips of Walter Benitez, while Messi was kept quiet.
A repeat of the 0-0 draw when the clubs met in December looked on the cards before Delort grabbed the winner minutes after Justin Kluivert wasted a glorious chance for Nice.
Calvin Stengs whipped over a cross that Delort met on the half-volley and slammed in via the underside of the crossbar to condemn PSG to a third defeat in Ligue 1 this term.
Marseille could reclaim second on Sunday when they host a Monaco side wounded by their midweek penalty shootout loss to Nantes in the French Cup semi-finals.