Enrique said afterwards: "When the result is that, yes it's difficult of course.
"A tight match, but to be honest I think we have to win the match. We created 31 shots, four (times hitting the woodwork) - football is so unfair sometimes.
"Congratulations to them. They are a great team and I hope they can go to the final and win it."
On regrouping, he added: "That is our job to try to create something and it is a sad moment.
"We need to create something that is special and next year we will try to win the competition."
Meanwhile, BVB coach Edin Terzic said: "Before the first game against PSV Eindhoven, we talked for the first time about how short the journey to London could be.
"Back then, many were still puzzled. Last season, we lost the championship at home on the last matchday.
"I'm happy that we can now give something back to the fans. We've grown with every game and eventually realised that we could be the team that surprises everyone in the end. Now I'm very happy to be in the final with my team."