Iniesta said that Bayern deserved to win and the defeat hurts, but is confident that his side can bounce back next year.
"This defeat needs to teach us how to learn from our mistakes," he told UEFA.com. "We've seen that there have been some during these two matches.
"This team gave its all to beat Bayern but for a number of reasons, their physical power, their positional play, and other things they deserved to beat us. In the away leg and in this match they were better than us.
"They are in form and it shows, but it stings us that we didn't compete at our normal level. You are left knocking at the door of the final and that's very sore. However, defeats, if you use them well, show you how to improve the future."
Bayern will face fellow German side Borussia Dortmund in the final at Wembley.