The Cottagers put up a brave fight in the second leg at Madejski Stadium, but they were undone by the second-half penalty from Yann Kermorgant in the 1-0 defeat. The Royals won their tie 2-1 on aggregate.
Following the game, Jokanovic said he is extremely disappointed with the result but proud of what his players have achieved over the course of the season.
He said: "We created many chances but we weren't clinical enough tonight. Normally we would be disappointed, but from another side I am proud of my team, how they played all season.
"In the end we lost tonight, but I can be proud of how my team fought, how my team played against Reading. We dominated them, we took risks, we created many things, but at the end we didn't score the goal, and I wish them all the best at Wembley."