The Dutch international refused to allow Dyer to take the penalty that would have given him the accolade of becoming the first ever player to score three times in a League Cup final.
"It was a bit hard for me to take," Dyer told talkSPORT. "To get a hat-trick at Wembley in my first cup final for Swansea City, you can't write that and I feel like it did get taken away from me a little bit. But we're teammates at the end of the game and you have to move on.
"I haven't scored a hat-trick in my career, so I was devastated not to have got it. It was hard to take and hard to swallow but we won, we won the cup and made history and that's the main thing.
"I scored two goals as well and got the man-of-the-match, so I can't really ask for more."
Swansea became the first Welsh club to win a major English trophy since 1927.