Villa were thumped 3-0 at Wembley by Crystal Palace on Saturday.
“There’s obviously massive disappointment,” said McGinn. “The manager spoke at length in there to remind ourselves how far we’ve come as a team, as a group.
“It’s not to get away from the disappointment. What was at stake here was huge for both clubs.
“For us, we’re craving success and a trophy, the club’s not experienced it for a long time. But the manager doesn’t have to rant and rave, us as players don’t need to rant and rave.
“We know it was a huge disappointment and we need to use the hurt to come back stronger next season. Hopefully, get the supporters another trip to Wembley, but the overriding feeling is of hurt and disappointment.
“We’ve got a really important last four games to try and achieve European football again and get ourselves back to the Champions League.
“We can’t sulk and be disappointed for too long. But, I think for us as players, we’re as disappointed as every supporter leaving the stadium.”
Taking criticism on the chin
McGinn admits the heightened expectations at Villa will also bring heavier criticism when things don't go their way.
He continued: "We’ve had a lot of praise for the last couple of seasons, deservedly so, at certain stages. Now we'll get criticism, you need to take it on the chin, puff your chest out and try to stay together.
“It’s easy for a day like this to try and disrupt and dismantle what we’re building. But we’re building something special. I think everyone within the club, outside the club, can see that.
“When we’ve got the manager and staff we have in place, the owners we’ve got, this club is set up and we’ll be back here.
“Obviously, at the moment, it stings, and I'm sure the Aston Villa fans would have expected to try and get to a final.
“But some days football comes and punches you in the face and today is one of those days.”