After a lengthy injury lay-off, the forward was fit to play the decider against Rennes and scored after 21 minutes to put his side 2-0 up, after compatriot Dani Alves had opened the scoring.
Rennes came roaring back, however, and netted either side of half-time to level the final before eventually prevailing on penalties.
With PSG having already won the Ligue 1 title, the Coupe de France final gave the team a chance to win a domestic double.
After the team's defeat, the Brazilian let his frustration get the best of him.
As PSG went up the stairs at Paris' Stade de France Neymar stopped to bat a phone away from a fan, with the pair subsequently maintaining a verbal exchange.
While it is unclear what was said between the two, Neymar reacted by flicking his fist out at the individual's head before he was hustled away from the area by team-mates.
It is not the first time that Neymar's off-field activities have landed him in trouble.
The Brazilian recently picked up a three-match Champions League ban for next season after criticising match officials through his social media accounts.