Walsall manager Dean Smith says he was disappointed the Saddlers did not give their fans more to shout about in Sunday's Johnstone's Paint Trophy final defeat by Bristol City.
The Saddlers' first-ever appearance at Wembley ended in a 2-0 loss.
"I'm proud of all the supporters," he told BBC WM 95.6. "They got behind us in their droves. We just wanted to give them more to shout about.
"The build-up is superb, but Wembley is no place to be on the losing team."
|Keep following the Saddlers with BBC WM|
|There will be full match commentary on BBC WM 95.6 of Walsall's trip to Chesterfield this Saturday (15:00 GMT), with Paul Franks and Rob Gurney.|
The Saddlers boss added: "We were very down on the coach on the way home. We've just got to pick ourselves up now for the rest of the season."
Smith's main focus now is arresting a slide that has seen Walsall win just once in eight League One games.
Having been potential play-off contenders for most of the campaign, Walsall are now closer to the League One drop zone (four points) than they are to the play-off places (10 points).
And ahead of Saturday's trip to Chesterfield, Smith knows his side have to start performing a lot better than they did on Sunday, in a game played in front of more than 72,000 spectators.
"I feel bit frustrated with the performance, which did not merit the occasion," he said. "Usually I'm a 'glass half-full' sort of person. Last week, we were one of four clubs who have never played at Wembley. Now there's only three, so you have to look at it that way.
"But, on Sunday, we simply had too many players below par.
"It was a bit of a nothing game. Neither keeper had too many saves to make and we've conceded a poor goal. We were very wasteful in the final third and did not work their keeper enough. And, to do that against the top team in the league, you're going to struggle."
Walsall boss Dean Smith was talking to BBC WM's Adrian Goldberg.