"We are not going to drop our heads. It is clear that it is a great setback, but I believe that the team is working well and little by little we are improving."
Pepe, who was sent-off on his Bernabeu debut, courageously fronted the media afterwards and said: "I'm here to explain what happened. I assume my responsibility.
"I've never conceded so many goals in my career - never mind in a final. I am very sad, but I must keep my head up.
"Their free-kicks were difficult to handle and I also gave away a penalty and was sent-off. I am very sad."