Carlos Tevez put the Serie A champions in front twice in Doha, only for fellow Argentine Gonzalo Higuain to score a brace of his own to ensure Napoli took the game to penalties.
Higuain's second goal came with only two minutes of extra-time remaining, before Napoli goalkeeper Rafael denied Giorgio Chiellini and Simone Padoin from the spot as Rafael Benitez's side ran out 6-5 winners in the shootout.
Juve captain Buffon reflected on another memorable year in which his side won a third consecutive Scudetto, but the Italy goalkeeper rued ending 2014 on a low note.
"Yes, it's been a fantastic calendar year, really satisfying for us." Buffon told Rai Sport.
"Sadly it ended with us finishing second in a competition that we really wanted to win, and for Juve second place means defeat.
"We weren't able to lift a trophy we'd hoped to win but that will make us even angrier and even more determined if we find ourselves in a similar situation in future."
