Villarreal right-back Javi Venta admitted it will take him and his team-mates some time to recover after their painful exit from the Champions League.
The Spaniards were unable to overturn the 1-0 deficit from the opening leg at Highbury after being held to a goalless draw by Arsenal at El Madrigal Stadium.
And Jens Lehmann's late penalty save from Juan Roman Riquelme's effort brought to an end Villarreal's hopes of European glory.
But Venta felt his side, who were clearly superior to Arsenal in the second leg, deserved to go through.
'I would have preferred to have played worse but to be in the final,' Venta told PA Sport. 'No matter how hard we tried, the ball just wouldn't go in.
'We are all gutted, we had so much hope of reaching the final in Paris. Right now it's difficult to digest this defeat.
'I guess from tomorrow onwards we will try little by little to pick ourselves up.'
But Argentina international Riquelme may need more time, according to Venta after his penalty was well saved by Lehmann.
'Riquelme was very upset and it's understandable,' said Venta. 'We all spoke to him after the game and he was very sad.
'If a player takes a penalty he can miss and he can score, Riquelme's shot was saved and that's the end of the story.
'It can happen to the best of players and Riquelme is a great player and I'm sure he will continue to delight us with his talent.'
But Venta believes his team have bowed out of the competition with their heads held high.
`The Yellow Submarine' have not tasted defeat in all seven home encounters in their debut season in the Champions League.
'This competition has been a wonderful and unforgettable experience,' he said. 'We just wished we could have cleared this hurdle.'