"I'm sorry. Wrong room".
We wouldn't start by saying "Excuse me" in this case. You use "Excuse me" if you need to pass someone in a crowded train or if someone is blocking the aisle in the supermarket. If you need to start a brief conversation, for example, if you wanted to ask for directions, you would start by saying "Excuse me, could you tell me ...."
But if you accidentally bump into someone, or for the situation such as entering the wrong room by mistake where you just need a brief word of apology, then the expression is "I'm sorry", or "So sorry".