"Whenever we lose it is a sad day," Ramos told reporters.
"We would've liked to have won the trophy but kudos to Atletico Madrid. We leave the stadium relaxed. They scored the goal and the crowd pushed them forward - I congratulate them.
"We've had to handle defeat many times and you can't draw any conclusions. The defeat will pass and we will have brighter days."
Real open their La Liga campaign at home to Cordoba on Monday evening.