Inter were blown away 5-0 by PSG in Saturday's Munich final.
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Lautaro told Sky Italia afterwards: "We were unable to do anything we had prepared, congratulations to PSG but I am proud of this team: teammates and coaches.
"We have to get up, we had an excellent season even if we didn't win any title that is what matters. There is bitterness and desire to leave, we have left everything.
"Defeat in a final hurts a lot but we are proud. "