Erik ten Hag's side earned a slender 1-0 win at the Tottenham Hotspur Stadium on April 30, which left the Premier League outfit with a mountain to climb in the return.
Ajax significantly increased their advantage at Johan Cruyff ArenA, racing into a two-goal lead before the interval, but the tie was still far from finished.
Mauricio Pochettino's men improved dramatically in the second period and Lucas Moura managed to level the scores with a swift double, before completing his hat-trick deep into added time.
The Eredivisie giants blew a glorious opportunity to reach the showpiece event and Tadic still feels the better side lost the last-four clash.
Ajax completed a domestic double in the weeks after their European exit and the 30-year-old midfielder has acknowledged how close they came to an unprecedented treble.
“It had been a while since Ajax won the double," Tadic told Ajax Life. "This was a fantastic season, we became increasingly hungry. Ajax made the Champions League exciting. We deserved to play the final."
The Serbia international also revealed how difficult he found the first 24 hours after the Tottenham defeat, admitting he cried through the night.
“You know, when I'm disappointed, I like to cry. Surrendering yourself to the emotion. Then you get it all out of your body," said Tadic.
“When I got home, I turned on some sad Serbian music and sat on the couch. Then I went to bed. I think I seriously didn't cry for an hour that night. When I saw my children the next morning, that also helped."
Tadic was one of the standout performers for an Ajax side which exceeded expectations throughout the 2018-19 campaign, contributing 36 goals and 24 assists in 55 games across all competitions.
He had previously spent four years with Southampton in the Premier League, before sealing a €13m (£11m/$15m) switch to Amsterdam last summer.
Ajax won the 2018 Eredivisie by three points ahead of PSV, while also picking up the KNVB Cup after an emphatic final victory over Willem II.