It was expected the 38 year old would announce his retirement at the end of Germany's campaign, although there have been suggestions that the ex-Arsenal keeper would continue on until the 2010 World Cup.
But he told reporters: "That's my last Euro match. I don't want to talk about anything else. I have to digest this disappointment first. You can imagine if I make any other decisions I'll tell the coach and the other players first."
It is not the first time Lehmann has been forced to suffer defeat in the final of a major tournament.
Such a record does not please Lehmann, who said: "The problem is when you lose something like this the 'if' word is the word of the losers. Perhaps all my life I'll be saying 'If I only I had done something differently'."
Lehmann has never been shy in voicing his opinions, and he pulled no punches in his appraisal of referee Roberto Rosetti's performance.
The Italian official made a few controversial calls during the match in Vienna, most notably his decision not to dismiss Spain winger David Silva after an apparent head-butt on Germany's Lukas Podolski.
"I was quite disappointed with the referee," Lehmann admitted. "He didn't give a red card to the Spanish player who head-butted our player and he gave a free kick against us in the last two minutes in the Spanish penalty area and even the Spanish players were surprised that it was considered a foul."