'They were better': Alonso's Leverkusen taste defeat for first time
Atalanta's 3-0 win in Dublin, thanks to a hat-trick from Ademola Lookman broke the Bundesliga champions' season-long unbeaten run after 51 games, while derailing their hopes of a treble.
"Of course, we need to congratulate Atalanta," Alonso said after the defeat.
"They were intense. They were better. They deserve it.
"The whole team gave everything but today was not our day. We need to accept it. Now we've got the chance to get rid of this pain.
"We need to use this pain in the right way for our next final on Saturday. Today we couldn't get it done."
Leverkusen, who clinched the league title in April, can win the domestic double for the first time when they face second-division Kaiserslautern in Saturday's German Cup final.
Captain Jonathan Tah backed his team to get over their disappointment at losing the Europa League final.
Handed the captain's armband with regular skipper Lukas Hradecky on the bench, Tah told RTL+ "we can't let this break us".
"Hugely disappointed of course. When you come so far, you of course want a different result.
"Nevertheless, we need to keep going, we've got a big game ahead of us. Even if we're hurting, we've got to allow it to hurt a bit."
"It really hurts and we're very disappointed, but football is like that and we need to learn from it."
Disappointed Leverkusen midfielder Granit Xhaka also set his sights on German Cup redemption.
"It's not about the unbeaten run, that didn't matter at all, it's about this final," he said.
"It’s bitter, definitely, we lost a final today but we go on and we’ll make up for it on Saturday."
