Barca were beaten 3-0 at home on Wednesday night as they crashed out of the competition 7-0 on aggregate.
"This is one of our worst nights," Pique told Sky Sports News. "The truth is that it isn't pleasant living through a situation like this.
"What we must look to do now is to close out the Liga and start to think about next season."
Bayern's reward for beating Barcelona is an encounter with fellow Germans Borussia Dortmund in the final at Wembley Stadium on May 25.