Rudi Garcia felt Lyon paid the price for not taking their chances against Bayern Munich, though he was still full of pride for his side's unlikely run to the Champions League semi-finals.
The French side had knocked out Juventus and Manchester City to reach the last four in the competition and they had opportunities to go in front against Bayern on Wednesday, too.
Garcia knew Lyon could have success in behind a high defensive line, yet crucially both Memphis Depay and Karl Toko Ekambi failed to find the net when the game was still scoreless in the first half.
Serge Gnabry then struck twice to put the Bundesliga champions in command and while their opponents battled hard after the break, Robert Lewandowski added a late third to confirm a showdown with Paris Saint-Germain on Sunday.
The final score flattered Hansi Flick's Bayern, according to Garcia.
"We can be proud of our run and our game, but yes, it is the disappointment that prevails," the former Roma and Marseille boss told RMC Sport.
"We lacked success because we had to lead, but eventually we fell behind. We have this feeling of injustice that has weighed us down a bit.
"At 2-0, it's complicated even if we didn't give up in the second half. We knew they were going to be very high up and that we had to use the spaces behind their full-backs, as was the case with the opportunities for Memphis and Karl.
"What we didn't do well in the first half was to use the ball and move them sideways. We did it a lot better in second, but when you don't score, you can't qualify.
"We believed in making this final and the match showed it. When we had the chances, we saw that Bayern Munich were not tight. The score does not reflect the match."
Garcia must now quickly switch his squad's focus to the new Ligue 1 season, with Lyon hosting Dijon in their opening fixture on August 28.
However they will not get to play European football again, having languished down in seventh in the table when the previous top-flight campaign was cut short by the coronavirus pandemic.
"You have to get back into the championship quickly and that's what I'm a little afraid of, because it happens very quickly," Garcia said.
"But we have to get back on track quickly because we only play the championship. We know that it will be different and that the game plan will be different.
"We will have to master our matches from now on."