Milan players were in a state of stunned disbelief after surrendering a three-goal lead to lose the Champions League final on penalties to Liverpool.

“It is very strange and hard to explain,” said Milan captain Paolo Maldini who had opened the scoring in the first minute of a tumultuous encounter.

“Of course, it is a huge disappointment. I’ve had a few disappointments in my career but this is certainly among the major ones,” he said.

“But we go out with our heads high and we have to accept the result even if it was so harsh and hard on us,” added Maldini.

Milan relinquished their three-goal half-time lead in a six minute burst early in the second half.

European Footballer of the Year Andriy Shevchenko could still not believe that his two goalbound efforts in the closing stages of extra-time were saved by Liverpool keeper Jerzy Dudek.

“If that situation were to happen another 10,000 times Dudek wouldn’t save it and then it’s a goal,” said Shevchenko. “I headed it strongly and straight and maybe that benefited him because it simply hit his hand,” added the Milan striker.

“I don’t know how we lost….all those chances, all those saves. It is very sad because we had the game in our hands. We were 3-0 up and playing so well.

“We need to be proud of how we got here and how we played. But yes, of course, it is very disappointing,” said Shevchenko.

Dutch midfielder Clarence Seedorf was another who could not understand how the game had been relinquished.

“It’s very tough to take that we couldn’t keep the game ours for 90 minutes. When it was 3-0 we had the Cup on its way home.

“I need to watch the game again because I don’t know what happened, whether it was due to our mistakes or them doing well,” said Seedorf.

Milan coach Carlo Ancelotti was unable to explain his team’s dramatic collapse.

“I don’t think you can find a logical explanation for those six minutes,” he said. “Six minutes of madness changed everything. We did not deserve to lose, but we did. We lost our way badly in the second half. The team encountered real difficulties O cannot explain. I really can’t.”