Myron Markevych was left disappointed with his side's defensive errors as Dnipro's first European final appearance ended in defeat on Wednesday.
The Ukrainian outfit came into the UEFA Europa League showpiece in Warsaw as outsiders against holders Sevilla.
But they took a seventh-minute lead through Nikola Kalinic, only to be stunned as quickfire goals from Grzegorz Krychowiak and Carlos Bacca turned the match around.
Dnipro equalised prior to half-time thanks to a sublime free-kick from captain Ruslan Rotan, but Bacca struck the decisive blow 17 minutes from the end as Sevilla were able to celebrate becoming the first side to win the competition four times, as well as qualifiy for next season's UEFA Champions League group stage.
"They were more experienced, and I think that showed," Markevych said. "But we tried to play our best game.
"Unfortunately today we allowed Bacca the chance to be aggressive. We made a lot of mistakes in defence.
"We gave them the third goal. We should have cleared the ball but didn't."
