Zenit earned qualification for the Europa League with the 1-0 win.
"We put the effort in and played better than Zenit. The first half was better than the second, where we didn't create much and were a bit chaotic," said captain Ambrosini.
"It's a shame, as the President wanted us to win - as we all did - but we had the right spirit. We talked about the right attitude to take on the field and what we are asked to do is play football."