One man who certainly has nothing to be ashamed of is Andrew Robertson, who put in a superb individual display against Los Blancos in Kiev.
The Scotsman joined Liverpool from Hull City last summer for around £8 million and, after a slow start, established himself as one of the Premier League's best left-backs.
That said, this final will probably be remembered for Gareth Bale's wondergoal and, unfortunately, Loris Karius' second-half horror show.
Having had time to reflect on the match, Robertson has now had his say on Karius' mistakes and revealed how Liverpool players reacted when they saw him behind closed doors.
Robbo shines on biggest stage
Robertson has become somewhat of a cult hero amongst Reds fans over the past few months due to his passion and amazing, lung-busting runs down the left flank.
His performance in the defeat to Real included a brilliant goal-saving challenge on Cristiano Ronaldo, but in true Robbo style, he's more concerned about the team.
When told about his strong showing, the full-back said, via Liverpool Echo: "I’d rather have had a stinker (poor game) and we won.
"I’d rather ten players turned up and I didn’t but we went home with the trophy. That’s just the type of person that I am. Hopefully we will have more nights like this."
Robertson on Karius' mistakes
In addition to praising Madrid for their incredible consistency in the competition, the 24-year-old also talked about Karius' two very costly errors.
"I thought we started well in the second half but then the mistake happened," stated Robertson, referencing the moment Karius' throw hit Karim Benzema and rolled into the net.
"We win as a team, we lose as a team. Of course he (Karius) made mistakes but we are not blaming him. He will hold his hands up.
"He has been incredible since he got the number one jersey. He is young and he will learn from it. He will be a top, top keeper."
How Liverpool players reacted to Karius after CL final
The Scot then explained what happened when the Liverpool players saw Karius after the final: "There are no words that we can say to Loz that will make it better for him.
"We went around him. We all gave him a hug and tried to lift him. I don’t think anyone thought that was going to happen.”
It'll be an extremely long summer for Karius, but judging by Robertson's comments, his teammates will be behind him every step of the way.
Do YOU agree with what Robertson has said about Karius after the loss to Real? Leave YOUR opinions in the comments box below!
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