Radamel Falcao bagged a brace and Diego added a third goal as Los Colchoneros ended the Basque outfit's dream run in the tournament, leaving them with only the Copa del Rey to play for.
Athletic face Barcelona in the Spanish domestic cup show-piece on Friday, and Susaeta is of the opinion that the loss in the Europa League final could spur them on to success against the Blaugrana.
"We took a lot of experience [from losing the final] and that will help us in the future," said the midfielder as quoted by AS.
"We started badly in the league and if we did not doubt ourselves back then, there is no place for doubt now. The team is 100 per cent confident, and we have a final coming."
Susaeta went on to discuss Athletic's opponents next Friday, and when asked if the Catalans can cope with the absence of Dani Alves, Carles Puyol and Eric Abidal, the midfielder responded in the affirmative.
"There are a lot of gaps, but [Martin] Montoya, [Gerard] Pique, [Javier] Mascherano and Adriano form a world-class defence.
"If we have played well all year and we got here, we must maintain this level. This is another type of game, Atletico is different from Barcelona."
Friday's Copa del Rey final kicks off at 21:00 at the Vicente Calderon in Madrid.