The 41-year-old coach refused to criticise Messi for missing a penalty and insisted that the players stayed true to their principles by continuing to attack despite a 2-0 lead
The Catalan club have bowed out of the Uefa competition following a 3-2 aggregate defeat after the Blues had won the first leg at Stamford Bridge 1-0.
Barca looked to have one foot in the final after Sergio Busquets and Andres Iniesta gave the Spanish giants a two-goal lead, but Ramires and Fernando Torres hit back for the Blues.
Guardiola stressed he could not have asked his men to switch to a defensive mentality and lamented the team's lack of inspiration in front of goal.
"We did everything we could, but we failed," he told reporters after the game. "We could not get it right in the key moments, and these things are costly.
"Now, we will have to recover and think about the next season. The only thing we can do is congratulate Chelsea for their defensive work.
"I told my players to attack and not to stop, because that is what we have to do. And then Chelsea's first goal came.
"But we are true to ourselves, we have always been this way. I will learn from this.
"I do not know what to feel. I look at my players and I do not know what to tell them that they did wrong because I cannot find anything wrong with what we did."
The Spanish coach then insisted that he is not angry at Lionel Messi, who spurned the chance to make it 3-1 early in the second half as he missed a penalty.
"I only have to thank him for all he has done," the 41-year-old added. "My admiration for him is insurmountable, he helps us to improve every day.
"He will have a couple of difficult hours because we all know how competitive he is, but that is the good thing about this sport.
"Sometimes you smile, and sometimes you lose."
Questioned about what he would tell a child who has cried for Barcelona for the first time after Tuesday's match, Guardiola said: "Welcome to the club. You will cry more times.
"This is part of the sport. You cannot win every time."