His side appeared to be in a strong position with 20 runs to win off 16 balls and six wickets in hand but lost narrowly to India at Edgbaston.
Cook told Cricinfo: "As a team we are always going to be disappointed by the Champions Trophy final. It took quite a long time to get over it.
"The game was in our grasp. That was a tough day and I think it took us a long time to get over."
Cook's quest to retain The Ashes begins in Brisbane on November 21.