After holding a 1-0 lead in Wroclaw on Thursday night, Betis were blown away by Chelsea as they hit four unanswered goals past Adrian.
The veteran later said: “It hurts. Losing a final hurts, and conceding four in a final hurts even more. I'm speechless. These fans deserved to take this title to Seville.
"We scored the first goal tonight. We know what the fans are like, having come from all over the world. It's a tough night for us. This season has to make us grow for the future. We're going to give it our all.
"In the end, I know what this fan base is going through. I know the moments they've had as a club and how important today was. We only have words of gratitude. We're hurt by this defeat. They have to hold their heads high. We won before the game. The team has been resilient and showed personality. We've had a tough time of the season."
He added: “It’s a shame. I hope that at 38 I can have another final ahead of me. I want people to hold their heads up.”