But Handanovic says the club's 3-2 defeat to Sevilla in Friday's Europa League final could be the starting point for more positive things to come.
"There is a great bitterness, but we must move forward. As I said yesterday, this is a starting point, and we hope to play many more of these games," Handanovic told Sky Sport Italia.
"It'd be easy to point to various things that went wrong. We had opportunities, especially with Lukaku. It's too bad; it could've been a different game.
"We faced each other head-on. It was open; we both wanted to win. We should've held the ball better in the second half, as I think they were more tired and we had more fuel in the tank.
"The third goal was unfortunate, as it was going wide and it just hit Romelu's foot, so that was bad luck and ultimately decided the match.
"We can build on the solid foundations for next season. Sevilla are a tough opponent, and I congratulate them, now let's move one."