Sarries will now return to action next Saturday when they face Northampton Saints in the Aviva Premiership final at Twickenham Stadium.
"Obviously we are disappointed, but we're proud of the effort we put in," McCall is quoted as saying by Sky Sports News. "One of the great qualities of the group is our ability to respond to setbacks that we've had.
"I often felt that we were right in the game, we did well to get ourselves to 10-6, and even at 13-6 we though that were massively still in the game but their second try was a killer."
Saturday's match was the first time that Saracens had competed in a Heineken Cup final.