Bantams boss Stuart McCall was understandably bitterly disappointed to see City lose a tight Sky Bet League One Play-Off Final - but he feels his players can still be proud of their achievements this season.
McCall's men were denied a place in next season's Championship after Steve Morison's 86th winner clinched a 1-0 win and promotion for Millwall at Wembley Stadium.
The goal settled a evenly-fought and keenly-contested final which could have easily gone either way.
City's best chance to score arguably came in opening quarter of the first half when Billy Clarke was denied by Lions shot-stopper Jordan Archer after the Irishman had been played in on goal by Mark Marshall.
McCall said: "These are the fine lines in football.
"I think the game panned out roughly how we thought it would be. Ourselves having more of the ball but Millwall putting us under pressure from crosses and set-pieces.
"We defended their threats well overall, and we knew it would probably just all come down to one or two moments in the game.
"Jordan Archer's save from Billy Clarke in the first half is top class. It was a good move from us but a great save from him.
"I don't think there was much between the two sides so it is naturally very difficult to take.
"It was nip and tuck all game, they have just managed to get the one goal that has decided it.
"Congratulations to Neil (Harris, Millwall boss) and his players but there is no more we could have asked from our group of players.
"They have been fantastic throughout this season, and they are all devastated in the dressing room as you can imagine.
"We wanted to be leaving here (Wembley) as winners but I can only thank the players for all of their efforts this season.
"Backed by our incredible supporters, who were tremendous again today (Saturday), this season has been a fantastic journey.
"It was almost an unbelievable journey but it wasn't just our day today.
"The lads deserved to be at Wembley for this match because of their efforts this season.
"The second half we were a little bit quiet but we've still had headers from Rory (McArdle) and Mezza (James Meredith), plus the chance at the end from Tony (McMahon).
"With the first half, we possibly should have come in at the break in front.
"Things are quite raw now but we must look to bounce-back like Millwall have done this season.
"They had the disappointment of losing last year's final and now they are going to be playing in the Championship.
"Our aim must be to try and achieve the same."