Nuno's side did not have a chance to secure a top-six finish, losing to the Blues and being leapfrogged by Tottenham.
"If you look back on the whole season in general, it has been fantastic for Wolves," Coady told reporters.
"What we've done, where we've come, how we've improved in games, has been brilliant. We've improved our points tally.
"We are disappointed with Sunday, of course, because we started off quite well.
"But if you look at the whole season, it's fantastic. We've not finished badly – seventh in the Premier League for two seasons in a row is a fantastic achievement."