Darren Fletcher said it was hard to take after Scotland battled back from two goals down against Spain only to then lose.
A David Villa penalty and an Andres Iniesta effort gave the World and European champions a comfortable lead by the 55th minute.
But Steven Naismith claimed his first international goal soon afterwards to give Scotland hope and Craig Levein's side were then level after Gerard Pique's own goal in the 66th minute.
But Fernando Llorente then got the winner to deny Scotland a point in Group I, with Levein's side sitting third in the table, two points behind Czech Republic, who have played a game less.
Afterwards skipper Fletcher said the defeat was hard to take after they had battled back - but he praised the Scots for their determination.
"When we came back to two-all from two-nil down, we showed great determination and then to lose the game is disappointing when we got back into it at that stage," Fletcher told Sky Sports.
The skipper said the Spanish enjoyed plenty of possession and created a lot of chances but keeper Allan McGregor made a string of top-class saves to keep the Scots in it.
"We showed great courage and even at two-nil down we kept going forward and we got the goals, so to get back into it and then to lose it, that's a hard one to take really."
He agreed Naismith's goal three minutes after falling 2-0 behind gave both players and fans a timely boost.
"When we got that goal back, it lifted everyone - two-nil down it was always going to be difficult the way they kept the ball but to reply so early - great ball from Kenny (Miller) Naisey's determination and work-rate to get into the box and great finish - gave us something to play for.
"And ultimately we got back into it as I said and it lifted us and the fans were brilliant as well, they lifted us all night and we are disappointed now."
He believed it would now be hard to drop McGregor in place of Sunderland stopper Craig Gordon, who is coming back from injury.
"He's (McGregor's) different class I think he showed that he is one of the best goalkeepers out there, fantastic performance, same in Czech Republic, he's been brilliant for us since he came in and its going to be difficult now - we've got two goal keepers, big Craig as well - but it's going to be difficult now to take Allan out because he's been fantastic."