The Elland Road club lost in the Championship playoff final to Southampton on Sunday.
Maguire posted a photo of Southampton celebrating at Wembley on his social media page.
He also added: Hope everyone having a fantastic Sunday" with a red circle and a heart emoji.
"Congratulations to Southampton. They were able to be effective today. Defended really, really well during the whole game," Leeds boss Daniel Farke told Sky Sports after the game.
"That's football. We had more possession, more shots, more expected goals. Dominated the game in many spells but their defending was a little bit more effective than us.
"It's always important to be good in both boxes. We started the game totally on the front foot and had many good situations but in the final third, we were not that committed to the attack. On this level, when you play in a final, you have to be spot on. It's a bit written in the stars, sometimes it's not meant to be. It's a difficult day for us. A day of suffering but that's football. You have to get on with it."