After only three minutes of the fifth-round replay at Ibrox, Brophy tumbled under a challenge from Joe Worrall in the box but his pleas were waved away.
The 22-year-old was left in disbelief when not awarded a spot-kick and that feeling stayed with him after the game. He tweeted: “Apperantly (sic) fall over my own feet here...?” along with footage of the penalty claim.
It prompted much discussion on social media with the tweet being shared nearly 1,000 times with it attracting more than 1,000 replies and over 4,000 likes.
One of those likes was Rangers defender Worrall, much to the delight of Rangers fans.
Only a few minutes after the incident Rangers took the lead through Alfredo Morelos before Killie goalkeeper Daniel Bachmann was controversially sent-off, a decision which the club are appealing.
Morelos added a second before the interval before Andy Halliday netted the third and the Colombian struck his third and fourth goals of the evening to set up a quarter-final clash with Aberdeen.