With scores locked at 1-1 after normal time, Wednesday lost the shootout after Liam Palmer's spotkick was saved by Bees goalkeeper Mark Flekken.
“I think for me I take this a little bit as a win,” Rohl said afterwards. “To come down here and show a proper fight, it was outstanding from my team.
“We know they are very strong and for the first 10/15 minutes you could see a bit of the quality – it was fast, we had to come into the game at 1-0 down.
“But for me, it was important we kept to our match plan, we know what we have to do and then you feel in the second half we could be stronger, be braver and then we made the equaliser.
“After 90 minutes, a draw here is a fantastic result and then in the shootout it is 50/50.
“It was a high quality shootout from both teams and all in all, I take a lot of positive things from this game.
“This is what we need to take back into the league because we want more points but tonight, I am proud of my team.”
Röhl continued: “In the last ten minutes it was an open game and you felt both teams could score again.
“We had some young lads today, for example Gab at centre back played outstanding for me.
“It is good we have players from the academy playing up, I am brave enough to do this because you can create warriors for this club.
“You can create an identity with such players because they know what we have to do. The experienced players are helping them and we have a very good group.
“It is a good step for the club, it is a shame that we didn’t come through into the next round but we can be very proud tonight.
“I wish Brentford all the best in the next round and now we focus on Watford.”