Darlington boss David Penney said it was a "fine line" between success and failure after his side lost 5-4 on penalties to Rochdale in the League Two play-offs.
The Quakers were leading 3-1 on aggregate after Clark Keltie's penalty put them ahead at Spotland, but Chris Dagnall and David Perkins scored to take the game into extra time and then penalties.
After eight successful kicks in the shootout, Jason Kennedy fired his shot against Tommy Lee's legs before Ben Muirhead stepped up to send Rochdale to Wembley for the first time.
A philosophical Penney said: "That's life. It's a fine line and they were better than us just because they scored more penalties than us.
"We've had a good season and we just couldn't finish it off.
"We put ourselves to be in a position to challenge the top three.
"Obviously, with the injuries and other things, we couldn't quite get there."