The 'Reds' lost 5-4 on penalties after the two sides played out a 1-1 draw at the Allianz Arena but the German didn't try to hide his feelings post-match.
"Atletico wanted to win the cup," he said. "We did also, but we also wanted to play football, Atletico only wanted to win the cup.
"You could not have a more difficult job against a team like Atletico. They get results and results and results. It was offence against defence. It doesn't make life easy."
The former Borussia Dortmund boss also bemoaned his side's defending, something which has become a regular feature during pre-season.
"We weren't concentrating for the goal. Second half we did better. We played more football. We deserved the equaliser. One lost challenge on a header shouldn't mean you go behind," he stated.
"It was a completely different job to do from the Bayern game. Atletico left the game to us and said 'come on'."