Chelsea reached this season's final thanks to Enzo Fernandez's early header as they won 1-0.
Farke said afterwards: "There's lots of pressure on my players, and they're also not used to playing always on on such a big stage. You could feel it during the weekend.
"I think the boys were better in the last games, a bit more composed on the ball. Sometimes in the build up they were a bit too clumsy or not brave, not playing with too many long balls.
"We were not played out of park, but it was certainly not our very best day. And for that, yeah, it's disappointing, but for the players, it's a good experience.
"Going into a big game now, we will have learned from it, and we can then go with a bit more confidence and less nervousness into the game. And I think this is more than what we take out of it.
"We had nothing to lose today, just a lot to win. Upset we didn't win today, but that's what we have to accept."