Van Gaal also felt missed opportunities cost them dear as the German giants suffered a 2-0 defeat at the Bernabeu stadium in Madrid.

Bayern were hoping to claim their fifth European Cup crown and became the first German side to win the treble having already won their domestic league and cup.

Van Gaal also had the chance to become only the third coach to conquer Europe with different clubs having previously won with Ajax in 1995.

However, it would end up being Italian double winners Inter who would clinch an historic treble, and their coach Jose Mourinho who claimed the honour Van Gaal could have won.

Mourinho previously won the Champions League with Porto in 2004.

Inter won thanks to Diego Milito's brace, but Bayern had their chances, most notably seconds after half-time when Thomas Muller was denied by Inter goalkeeper Julio Cesar's legs.

Van Gaal said: "If Muller had scored at the start of the second half it could have been a different game. We needed to score at the right time.

"We lost, but I shook hands with my team and that means I'm proud of them.

"You mustn't forget that we had to face a very difficult type of team, it's difficult to play this Inter team.

"But I think we played the attractive football for the spectators, although of course you can still lose playing this way.

"We need to be in top shape to succeed against a team like Inter and today we were not in top shape."

Inter, with Dutchman Wesley Sneijder looking eager to impress on his return to the Bernabeu having been deemed surplus to requirements at Real Madrid last summer, took the lead in the 35th minute when Milito and Sneijder combined for the Argentinian to net.

Inter also had other chances in the first half, while Bayern produced little to worry Julio Cesar before the break.

It was a different story after half-time as Bayern looked much more threatening, but they could not make their dominance count and Milito sealed the game with Inter's second in the 70th minute.

There was no way back for Bayern after that as the Inter defence, like in the semi-final second leg against last year's European champions Barcelona, proved almost impossible to break down. Van Gaal added:

"We knew it was going to be very difficult to play them. "We know Inter are normally superbly organised. We also have to defend in a better way, as we knew Milito and Sneijder are decisive players.

"In our style of play we didn't create as many chances as normal. We did have chances but if you don't score them then you lose. We had chances and then Inter scored their second goal, which was the decisive one against us."