“This is something we need to live through to understand that for the next experience and next final, we don’t repeat the same result,” said Mauricio.
Chelsea won via two deflected goals - John Terry finished from close range after we failed to clear Willian’s free-kick in the final minute of the first half before Diego Costa's shot took a big diversion off Kyle Walker to leave Hugo Lloris stranded and hand the Blues a 2-0 lead on 56 minutes.
The first goal was a real blow after we’d had the better of the first half and Christian Eriksen struck the crossbar early.
However, clear-cut chances were at a premium in the second half, we didn't stop trying to find a way through but Chelsea saw the game out.
“We’re all disappointed about the result but at the same time, I’m proud of our players,” added Mauricio. “We fought and played our hearts out on the pitch.
"I’m also disappointed for our supporters, they were brilliant.
“We always tried to go forward and showed real character.
“In football you always need to have luck. Today, we were much better than Chelsea in the first half but we conceded a goal in the last minute.
“In the second half, we needed to take a risk and when you play against Chelsea, one of the best teams in the world, they are in a comfortable situation when they play on the counter-attack.
“We always pushed, we always showed character and this the positive thing we need to take.”