The defeat to Atletico Madrid leaves Real without any significant titles this season.
Lopez said: "There wasn't much talk in the changing room because we're all feeling at a loss for having missed this opportunity. It's like in the Borussia match, now we have to keep on working. Atletico must also be congratulated, they played their best cards. We're grateful to all those who supported us.
"As always, we'd like to thank the fans for their support. We know that it hasn't been a good season because we haven't managed any titles. We have to keep on working so that next year isn't like this one."