Los Che were 3-1 winners at Mestalla but cruelly bowed out of the competition following Stephane Mbia's 94th-minute goal that saw La Liga rivals Sevilla progress on away goals after the semi-final tie finished 3-3 on aggregate.
Despite missing out on their first European final since winning the equivalent Uefa Cup in 2004, Pizzi had no complaints with the efforts from his players.
"We've given everything we had and there's absolutely no reproach for anything my team has done," the Valencia boss told reporters post-game.
"We did what we needed to do and more. We deserved to reach the final. Something like this happening won't be the first time and it won't be the last. This is football.
"I'm not going to take anything away from Sevilla, but I think we did enough to deserve being in the final.
"Justice doesn't always participate in football. But we can rest assured that we're on a road that will bring good things."
Sevilla will face Benfica - who held off Juventus in their last-four clash - in the final of the Europa League on May 14, while Valencia will hope to bounce back when they visit Champions League finalists Real Madrid on Sunday in La Liga.