Goalkeeper Gigi Buffon said he "really did believe" that Juventus could claim the European crown this season after their 3-1 defeat to Barcelona in the Champions League final.
Juventus levelled the scored at 1 through Alvaro Morata's goal in the 55th minute, but goals from Luis Suarez and Neymar ended Buffon's dreams.
"I am a guy who always knows how to handle moments of great joy and disappointment with balance," Buffon told Sky Sport Italia.
"This is one of the disappointments sport gives you, but before that we shared many great moments of joy with our fans.
"It was a shame not to have the final to really finish off this journey, but at one point I really did believe."
Andrea Pirlo let his emotion show at the final whistle, and Buffon said his Italy teammate had nothing to be ashamed of.
"We are all disappointed and it is in a way very pleasing to see Andrea express his sentiments in such a strong way."
Juve goal scorer Morata said he is still confident that Juventus can win the Champions League in the future, despite becoming the first club to ever lose six European Cup finals.
"We had the chance to win it, we didn't take it and I don't know when this opportunity will return again," Morata told Sky Sport Italia.
"This is a great squad, a great family and we must continue working hard. This team has no limits, it can win the Champions League and the directors are working to build an even stronger side.
"I want to thank the fans who came out here, as we are honoured to wear the jersey for them."