The Reds captain was proud of the effort of his team-mates on Sunday evening, but admitted defeat is hard to swallow as he apologised to the club's fans
Jordan Henderson believes Liverpool expended themselves in the League Cup final against Manchester City and described the 3-1 penalty shoot-out defeat as "bitterly disappointing".
With the scores level at 1-1 after extra time at Wembley on Sunday afternoon, Willy Caballero saved spot-kicks from Lucas, Philippe Coutinho and Adam Lallana to deny the Reds a ninth triumph in the tournament.
It would have been the club's first trophy since they won the same competition under Kenny Dalglish's charge in 2012.
The captain, who featured in that victory four years ago and was surprisingly not one of the penalty takers in Sunday's loss, was dejected but took comfort from the effort his side put in against City.
"We would like to say sorry for not winning the game and we are very disappointed," Henderson said.
"But at the same time I am very proud of my team-mates because I felt as though we gave everything, we left everything out on the field, and that’s all you can ask.
"To lose on penalties is bitterly disappointing but someone has got to win. But we can take a lot of positives and hopefully the next time we are here we can lift the trophy."
Liverpool staged a late fight to take the fixture beyond normal time with Philippe Coutinho striking on 83 minutes to cancel out Fernandinho's opener.
When asked if he felt they deserved more given their resolve, Henderson said: "Maybe not in the 90 minutes but definitely in extra time I felt as though we could have got the win.
"I know they had some good chances as well and Simon [Mignolet] did brilliantly and made some good saves to keep them out.
"I felt as though we were very dangerous on the counter-attack, we defended well, and there were some brilliant performances from everyone really.
"Like I said it’s hard to take at the minute and it will be difficult but we need to take the positives out of this game and finish off the season well.
"You look at the players they were all drained physically, mentally – everything was left out there and I think that’s all you can ask of the players. With a little bit of luck we win the game and lift the trophy, but it just wasn't our day."
- Goal