Sunday's Worthington Cup Final ended in disappointment at Cardiff's Millennium Stadium as Andy Cole's second half strike, Brad Friedel's heroics and a late penalty appeal turned down resulted in a 2-1 defeat.
"We're all disappointed, everyone is," said Les. "But we'll bounce back. We'll learn from it.
"If anything it gives us an incentive to get back here for the FA Cup Final. It was a great atmosphere out there, we enjoyed the day, it was disappointing but at least we got there.
"Someone had to lose but it was us. We've had a taste, we want more and we'll have another go."
Les, top-scorer with 14 goals so far this season, suffered most at the hands of the inspired Friedel who produced a hat-trick of saves to deny him and pick up the man-of-the-match award.
He added: "I had a couple of good headers but unfortunately I hit the goalkeeper this time. These things happen.
"It's now how we bounce back. You look to the next game and we know we have to pick up points and move on."
Les Ferdinand insists the taste of a cup final will have everyone desperate for more.