Spurs won 1-0 thanks to an early Luiz Junior own goal.
Afterwards, Marcelino said: "I'm proud of how the team competed against a formidable opponent.
"It's a shame we didn't at least get a draw. I think we deserved more. We have to keep going.
"For many players, this was their first experience in the Champions League, and it has served to confirm that they have the level to compete and enjoy this competition."
Meanwhile, at the final whistle, Villarreal wing-back Taj Buchanan said: "Obviously we'll take each league phase game at a time. We didn't get the three points tonight, but onto the next one. You can learn from every game, and we were facing a great team today, who have started the season well. Next time we have to capitalise on our chances.
"We're back in the Champions League, back where we belong, so we'll just take each game as it comes and try to get as many points as possible."