Leander Dendoncker called Tuesday's night heart-breaking UEFA Europa League exit "a shame" but praised the team for their achievements in the 2019/20 season.
Wolves suffered a 1-0 defeat in Germany against an in-form Sevilla courtesy of an 88th-minute header by Lucas Ocampos.
The five-time winners will play Manchester United on Sunday in Dusseldorf.
The outcome of the contest could have been different if Raul Jimenez converted a penalty in the first half, but Yassine Bouno denied the striker of scoring his ninth straight penalty.
"We gave so much"
After 13 months, the Wanderers season finally came to an end. However, despite the emotional ending, Dendonker gave his honest assessment of the tie.
Speaking to Wolves.co.uk, the defender said: "We were very disappointed. We gave so much in this game, and obviously we had the early penalty kick, which we all thought Raul would score.
"He's proven that he's a very good penalty kicker in the previous games in the league, but also in training as well. In training this week, he's put every penalty inside.
"But that's football.
"I think we were very well organised, we defended the goal really well, and they haven't been really dangerous apart from the goal.
"We hadn't been really dangerous either, but we were all ready for extra-time. I don't think they had a lot of energy left to go and attack, but they used their experience to try and keep the ball.
"It's a shame."
"There's nothing we can do about it anymore"
The conclusion of the campaign gives Dendonker and the Wolves squad a much-needed rest ahead of the new Premier League season starting on 12 September.
With Jimenez linked with moves away from Molineux, Dendonker was quick to assure that the Mexican striker is not the reason for the defeat.
"I saw Raul briefly and he is doing the doping test, so I didn't really get the chance to speak to him but I think everyone's disappointed.
"We can't blame Raul. He's given us so much this season, so I don't think there is anyone to blame.
"We played a very good game today, even though we didn't create a lot of chances, we played against a very good side and I don't think they're very dangerous, which is credit to us."
Wolves finish the season on 59 games, with Joao Moutinho and Conor Coady joining Dendonker on 57 appearances for the season.
With no European football next season, Dendonker reflected on his first season at the club after his permanent move last summer.
"I think we can be very satisfied and very proud of what we've done this season in the league, but as well in the Europa League.
"I think we can be proud of ourselves.
"It's a shame that we have to go out like this, but this is football and there's nothing we can do about it anymore."