Cardiff manager Dave Jones rued the goalkeeping mistake that allowed Portsmouth to beat them in the FA Cup final but praised all his players.
Kanu broke the deadlock when Cardiff stopper Peter Enckelman was unable to hold a dipping John Utaka cross.
"It was a mistake that cost us but we gave it everything we had and that's all I asked for," Jones told the BBC.
"We've done everyone proud... it doesn't make me feel any better but I'm very proud of my players and staff."
Enckelman, who is on loan at Cardiff from Premier League side Blackburn, was disappointed not to have prevented Kanu's goal.
"It was a tough one to deal with, it was wet conditions and the ball just started dropping down," said the Finn.
"We may not come here again so it was a missed opportunity, but they are a Premiership team"
"Maybe I could have tried to catch it or something but I didn't deal with it well enough, it is one of those things.
"It could have bounced anywhere, the defence could maybe have cleared it, but it bounced just in front of Kanu and he tucked it in.
"You could see they just wanted to defend the 1-0 and if the ball had fell a bit better for us in the last five minutes we maybe could have got the equaliser.
"It just wasn't to be but it's been fantastic. Look at the fans, we have lost the game but they are still cheering us on."
Cardiff pressed hard after going behind and even had the ball in the back of the Pompey net, only to be called back because Glenn Loovens handled before his lob went in.
Bluebirds wing Joe Ledley admitted it was an opportunity missed but that the Championship side could hold their heads up high after their Wembley performance.
"I'm very disappointed, I thought we played well and deserved something out of the game," Ledley said.
"That happens in football and we'll look on to next season now, but it was a great honour to be here.
"We may not come here again so it was a missed opportunity, but they are a Premiership team and we're a Championship team.
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"We'll look back at the chances we had to finish the game, but we'll just work on the league next season and hopefully we can do well from that.
"The fans have been brilliant, there's thousands of them here and it's sad that we didn't win it for them."
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