Manager Kevin Blackwell insisted his players would not be feeling sorry for themselves for long despite the 3-0 Coca-Cola Championship play-off final defeat to Watford in Cardiff.
Defender Jay DeMerit's far post header in the first half set Watford on their way, before a fortuitous deflection saw James Chambers' shot go in off Leeds keeper Neil Sullivan to add a second early in the second half.
Striker Darius Henderson underlined Watford's superiority when he converted a late penalty following Shaun Derry's foul on Marlon King.
'It's been a marvellous achievement for everybody,' he said. 'We'll dust ourselves down but we're very disappointed today - although not as disappointed as when we dropped out of the Premier League and lost all our players.
'We cannot replay the game, it's gone and we'll have to live with that. We have not done what we came here to do. The dressing room is very quiet.'