Middlesbrough manager Steve McClaren said his players were down after their 4-0 Uefa Cup humbling by Sevilla - but said he would try to rouse them.
McClaren contemplates Middlesbrough's defeat
"The dressing room is very down but they should all be proud of what they have achieved," said the man who now leaves Boro to become England boss.
"This is just a small town in Europe and we've proved we can live with the best.
"This is the club's reward, getting to a final, but it doesn't stop there."
McClaren said he had told the players that "this is just the beginning. It is a stepping stone, a platform to achieve more.
"They have the backing of a tremendous chairman, the resources and the talent coming through to compete at this level.
"The club must take it forward. They must not let this be the end. It must be a new beginning."
He added: "It is the finale of my Middlesbrough career. It ends on a bad night but I will go away and reflect on it.
"I have left them in good condition to go on. I have enjoyed my five years and am sad to go but people move on in football.
"I go with my head held high. I don't like losing football matches and I didn't think they were four goals better than us on the night.
"We didn't perform as we can but I am so proud of this run and our experiences in Europe have been fantastic."
McClaren also blamed the referee on the night for his side's thrashing. He felt Mark Viduka deserved a penalty for a push in the second half.
"I'm proud of my players, I can't criticise them as we went out to decisions that didn't go our way," McClaren said.
"They are a very good side and caused us problems, but we didn't play with the same freedom and weren't as relaxed as we have been in previous rounds.
"It was a stonewall penalty, it was a clear push and everyone in the stadium was waiting for it but it didn't come.
Middlesbrough's players after the final defeat
"It's a side with a lot of young talent mixed with some good experienced players.
"I've left a platform for what can be achieved and they have the backing of the chairman to go on and succeed."
Boro skipper Gareth Southgate praised Sevilla's players and insisted the Spanish side were worthy winners.
He said: "All credit to Sevilla, they were the better team on the night.
"They are a class side and the fully deserve their victory.
"We pushed forward a lot and left ourselves open at the back and once they got the first goal we were always chasing and it was always going to be difficult.
"We wanted to give the fans one last good night but we have to push on from here."
Chairman Steve Gibson was proud of his side's journey through the tournament and also accepted that the better side won on the night.
"I have no complaints, we were beaten by a better side.
"We have had a great year and a great run but unfortunately we couldn't continue it.
"We'll take it on the chin, dust ourselves down and get on with it."
Gibson refused to be drawn on his search for a new manager to replace the departing McClaren.
He said: "We have been busy for a long time as the FA made it clear that Steve was on their list.
"We will take our time and when the time is right I will announce it."
Striker Mark Viduka felt that his missed chance, that would have put Boro level, would have changed the outcome of the match.
He said: "If I had put my chance away at 1-0 we might have had a good chance. It was definitely a turning point.
"I thought that we could go all the way, we are all hurting now but later on we'll look back on this and realise what we have achieved."
Sevilla lift the 2006 Uefa Cup
Sevilla striker Fredi Kanoute was thrilled with his side's achievement.
He said: "Middlesbrough have done very well in Europe, but we were better and I'm very happy.
"We were prepared for them to throw on strikers because they have done it before, but this is wonderful and I can't believe it.
"We've been prepared for them playing four strikers, because we know they have had a few games like this."
Sevilla president Jose Maria del Nido said: "We've won nothing since 1948 and now we're Uefa Cup champions.
"Today I am the proudest man in the world. The best is yet to come for this club.
"Now we hope that Barcelona beat Arsenal so we can play them in the European Super Cup in Monaco."
Enzo Maresca, whose brace helped claim the trophy said: "For the fans and at least half of the city of Seville this will be a great day of celebration.
"We have achieved something very important.
"It was a perfect day. I think we deserve it and so do the fans. It is important that they enjoy this moment."