Ebere Eze struck the winner for Palace, with goalkeeper Dean Henderson denying City striker Omar Marmoush from the penalty spot.
“The gameplan didn’t work because we didn’t win but I didn’t have any regrets,” said Guardiola.
“At Southampton I had a bad feeling but today we are sad because it’s the FA Cup final and how nice is the day and the songs and the crowd and it’s such a beautiful day.
“We are here and played to win and played much better than the 5-2 win at home to Palace and played better than last season when we lost to United (in the final).
“We had chances but it’s not easy with so many players there (in the box) and we continue. Now we rest and recover quick for the last two finals to qualify for the Champions League.”
Echeverri selection right choice
Asked about handing Claudio Echeverri a debut on the day as a second-half substitute, Guardiola said: "That was not a bad decision, the way he played.
“He had three chances in small spaces. I saw him in training sessions.
“He’s moving really well in small spaces, so creative and I thought that in the last minutes (he could) find something in these type of games.”