Real will finish the campaign only with the Spanish Super Cup.
Albiol said: "Finishing without any trophies is a failure for us because we are Madrid. We are not happy. Now we have to lift our heads and start thinking about the future. Getting knocked out of the Champions League was very painful, but it is no excuse for not winning the final of the Copa. We should have win and dedicated it to the fans. We must not make excuses. We would have liked the season to have turned out better."