The young keeper was an unlikely penalty taker in the shoot-out and saved from Juan Mata but he couldn’t keep out Didier Drogba’s winning spot-kick.
|HEYNCKES DEVASTATED BY DEFEAT
|Disappointment all round as Bayern Munich hurt following penalty defeat to Chelsea
"Defeats always hurt, but this is a moment in which we feel empty," Neuer told reporters.
"We really don't know how this could have happened in such a way.
"We just lacked that tiny bit of luck. I am a bit lost for words.
"We don't know how this happened, we always believed we could keep the cup here.”
Neuer explained that the heartache is increased by Bayern’s dominant display, and was left to ponder whether they will ever have this chance again.
"We were always on top of this game, whether in normal time when we went 1-0 up, or in extra time with the penalty, we were just generally the better team over 120 minutes and then to be ahead in the penalty shoot-out, with everything running for us, we had one hand on the cup.
"That is why it hurts so much.
"Now we are left wondering when we are going to have the chance to play in a Champions League final again."
Neuer described the mood in the dressing room and admitted that the team had failed.
"At the moment, everybody is just keeping his thoughts to himself and there are lots of people with their heads down in the dressing room.
"I think it is obvious that we are not talking much.
"We all know that we have failed and so it is simply a bad feeling."