Marquinhos believes Paris Saint-Germain paid for their profligacy after suffering Champions League semi-final heartbreak against Borussia Dortmund.
Mats Hummels' second-half header from a Julian Brandt corner - the only goal at Parc des Princes - wrapped up a 2-0 aggregate victory for the Bundesliga side, who advanced to their third final and first since 2013.
Meanwhile, PSG's wait to land the elusive European crown goes on, despite a whopping 44 shots across the two legs, while they also struck the woodwork on six occasions - their overall tally of 14 the most recorded by a team during a single campaign.
Indeed, Luis Enrique's side failed to find the net in a home match for the first time since their 0-0 draw with Lorient in their first Ligue 1 match of the season, as their hopes of completing the treble vanished for another year.
"We lacked efficiency," Marquinhos told Canal+. "They scored two goals from corners and a through ball that we had worked on. We had to defend better. These are small details.
"We created chances, a lot more than them. We weren't efficient. They were efficient, they scored two goals and won both matches."
But despite the disappointment, the PSG skipper urged his team-mates to focus on the positives from their run to the semi-finals.
They recovered from a disappointing 4-1 defeat against Newcastle United to finish second behind Dortmund in Group F, before overturning a 4-2 aggregate deficit to deny Barcelona in the quarter-finals.
"There are a lot of things to take away from this competition," Marquinhos added. "At the beginning of the season, no one believed that we would get this far. We've overcome a lot of obstacles, we shouldn't throw everything away now just because we're eliminated.
"You have to remember that it's a new team, with a new coach. There are some positives to bring back for next season. We wanted to go to Wembley for the fans and our families.
"You have to stay calm after the elimination. It's very hard. We've come very close. We had to win tonight and be more efficient."