Steve Morison said Millwall let their fans down after being beaten 3-1 in the play-off final against Barnsley.
The Tykes took a two-goal lead through Ashley Fletcher and Adam Hammill but defender Mark Beevers halved the deficit on 34 minutes.
However, Lloyd Isgrove’s header with 15 minutes remaining condemned the Lions to defeat.
Morison said: “The Millwall fans were fantastic and turned out in their numbers and we let them down. We came here to win and we lost.
“It doesn’t feel good right now.
“We just weren’t good enough, there’s not much more to say.”
Defensive rock Byron Webster was ruled out of the final just minutes before kick-off but Morison refused to use his absence as an excuse.
He said: “No, they were just the better team. All we can do it go again.”
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