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.
Ronaldo said: "The team fought hard and the fans were amazing, they were very supportive. It spurred me on and we tried everything. We are grateful for what they did. We're sorry that we could not give the fans the joy that they deserved. We fought to the end and I'm sure that next year we'll be there."