The goalkeeper was naturally despondent after losing out in such disappointing circumstances against his former club.
"The result hurt a lot, for many reasons, we lost and we really wanted to be in the final," Cudicini told the Spurs website.
"It's a big test for us now to see how we are as a team, and as (individual) players.
"We need to stick together. It's a bad defeat but we need to show the strength and heart to get back to winning ways and finish the season in the right way.
"We have five games to go and we want to be playing Champions League football next season. We want to be there."