Real's 2-0 semifinal second-leg win over Borussia Dortmund was not enough for the Spaniards to go through as they went down 4-3 on aggregate.
Ramos said: "It is a shame, that's football and when you lose it is better to perform they way we did. If we had gone out in Dortmund with half of what we did today ... it would have been a different story. The crowd gave everything for us and it was a shame to have been so close. In the first half we had a lot of chances but we couldn't take advantage of them and it wasn't to be."