Shaun Wane conceded Hull FC were the better side after watching his Wigan team go down 18-14 at Wembley.
They exchanged three tries each and both coaches felt Tony Clubb was wrongly-denied a try by the video referee.
But Wane was not seeking excuses and felt the Warriors only had themselves to blame for the defeat - their first in a Challenge Cup final since 2004.
Joe Burgess’ late try cut the margin to four points, and in the last two minutes, the winger broke clear - but he had a match-levelling touchdown ruled out for a forward pass.
“But I don’t think we deserved it,” said Wane, whose side trailed 12-10 at half-time.
“The way we started the second half, our completion was 58 per cent in the second half in a Challenge Cup Final, you’re not going to win it.
“In the start of the second half - we kicked it out on the full, they got a 40/20, we give a penalty away in the last play... you are never, ever going to win it.
“We just did too much down near our own line. We did way too much defending, and some 50/50s didn’t go our way and put loads of pressure on us.
“But the best team won - Hull were the best team. We didn’t really, really test them. I mean, three tries a piece, two goals beat us - but I don’t think we gave it our best shot to win.
“The quality of their last plays were better than ours and I thought that was a big indication of who got the cup in the end.”
Wane described next Friday’s Super League game at St Helens as the “perfect” next fixture for the Warriors, who are level on points - and both are a point behind fourth-placed Wakefield.
“We are in work Monday and we will look after the players tomorrow, make sure it is a massive game,” he said.
“It is perfect for us. It is a great chance for us to bounce back.
“We have to beat St Helens, it doesn’t come any bigger than that game and we have to win. So it is a great position for us to be in - going to St Helens - but we need to be better, no question about that.”