The Lilywhites looked in complete control of the last-16 tie on Wednesday night when sitting a goal in front on aggregate and dominating possession.
A quickfire double from Gonzalo Higuain and Paulo Dybala earned last year's finalists a smash-and-grab win, though, leaving Spurs with just the FA Cup and a top-four spot in the Premier League to aim for.
Regardless of the latest setback in the Lilywhites' pursuit of silverware, Lloris is adamant that there is still plenty for players and supporters to be excited about.
"It's important to keep our focus on the FA Cup and the top four because this is our target - we want to be back in the Champions League," he told reporters after the match at Wembley Stadium. "We're going to learn about this big disappointment.
"We are still a young team but Juventus are used to winning a lot, they're used to playing a lot in the Champions League and they have the experience of this stage of the competition. For us it was our first time with this team but we're going to keep working because we have a lot of quality.
"We have a very talented team and we'll show it again. Unfortunately it wasn't enough this time. If you see the big picture, we finished first in a group which included Borussia Dortmund and Real Madrid and we were close to going through against Juventus, so there are a lot of positive things.
"I think we've had some great moments at Wembley in the Champions League this season and the only thing I can say is that we're going to keep working and believing in ourselves to be back, hopefully, in the Champions League next season in our new stadium."
Tottenham, five points clear of fifth-placed Chelsea, must now turn their attention to Sunday's away match at Bournemouth.