But the 14-goal striker is now determined to put it behind him against Sunderland on Saturday and help fire us towards Europe in either the Premiership or FA Cup.
Les was denied three times by Blackburn goalkeeper Brad Friedel as Rovers triumphed in Sunday's Worthington Cup Final.
The final save from a point-blank header in injury time left the 35-year-old holding his head in despair on the Cardiff turf.
Speaking at Spurs Lodge on Thursday, Les confessed: "I'm still disappointed about the weekend and the Worthington Cup Final but it's important to get that out of my head and look forward to Saturday.
"It's hit me for six, of course. It was disappointing.
"You come away from it having had good chances, some games you don't get one, this time I had three and whether or not the goalkeeper made good saves or they were bad finishes doesn't matter, the ball didn't go into the back of the net and we lost the Worthington Cup Final.
"But we're still in with a shout of qualifying for Europe in both the league and the FA Cup so we've got to put that behind us and look ahead, starting with Sunderland on Saturday."
Les Ferdinand admits it's been a struggle to shake Sunday's disappointment out of his system this week.