Let me start with an observation more than a suggestion. Every player is different of course and reacts to criticism well or poorly. I wonder if fewer words and quiet time on bench is all he needs? Or do you actively need to correct something?

I like to start off by saying something positive like, I liked the way you attacked the ball. If you get your butt lower you would have made the play. I try not to use the word "but". Then I'll say something like, forget that play, keep your head up cause we need your bat. I try to get them to forget the play as soon as possible because dwelling on it doesn't fix anything.

If this situation happen during a game, how i would react as the manager would depend on the player. If he's a quality defensive outfielder, who makes that play 95% of the time with no problems, then yeah leave him alone, he'll be his own worse critic (you just have to make sure he don't get to down on him/herself.) However if it's a player who's still in the process of learning the position or playing there because your regular outfielder/infielder didn't make the game, then I would in a nice way talk to him/her about what went wrong and how it should be done, all the while getting some feedback from him/her, to make sure they understand what your talking about.