Southampton winger Léo Scienza has said he reacted with "anger and sadness" after the club were expelled from the Championship playoffs, insisting fans did not deserve to miss out on Wembley.
Middlesbrough will play Hull for a shot at the Premier League in Saturday's playoff final after Southampton lost their appeal against their punishment for 'spygate' -- the scandal that has also led to them being docked four points for next season.
The club admitted three spying charges, including observing a Middlesbrough session ahead of the semifinal first leg, but argued the sanction was "disproportionate" to any other previously handed down.
But with their appeal now having been rejected, the players are facing another season in England's second tier.
"Disappointment, anger, sadness ... it's difficult to find the right words for what we're all feeling right now," Scienza, who scored seven goals in the Championship this season, said on Instagram.
"What has happened over the last few days is heartbreaking -- for the club, for every player in this dressing room, and above all for our supporters.
"A moment like this should never end the way it did.
"I feel sorry for every football fan, as well as the players and supporters of Hull and Boro, who were caught up in all of this chaos too.
"We gave everything for this dream. Day after day, sacrifice after sacrifice, always believing we could bring this club back to where it belongs.
"For me, the dream of playing in the Premier League was something I fought for with everything I had. That's why this pain cuts so deep.
"The hardest part is knowing how much our fans deserved this moment. You stood behind us all season with incredible passion, loyalty and belief.
"Even in the toughest moments, you carried us forward. Thank you for staying with us through everything. You definitely deserved better."
Meanwhile, sources have confirmed to ESPN that several Southampton players have contacted the Professional Footballers' Association (PFA) to assess any options they have over potential loss of earnings.
An independent commission imposed Southampton's penalty on Tuesday, while also reinstating Middlesbrough, who lost 2-1 after extra-time at St Mary's having drawn 0-0 at the Riverside Stadium. It has denied Southampton the chance of a shot at promotion to the Premier League worth an estimated £200 million ($268m) at a minimum.
The EFL said on Wednesday that a league arbitration panel had dismissed Southampton's appeal against the independent disciplinary commission's sanction.
- Southampton lose appeal over 'spygate' expulsion
- Southampton admitted to spying before three games - but didn't win them
The statement confirming the decision had been upheld came just 66 hours before kick-off at Wembley -- a development Southampton called "extremely disappointing" for all connected to the club.
They reiterated thanks to their fans and vowed to share information in relation to ticket refunds as soon as possible. More than 37,000 tickets had been sold.
"It is difficult to put my feelings into words right now, but from the very beginning of the season, we set ourselves the goal of earning promotion to the Premier League, and every single day we fought together while supporting one another," Southampton midfielder Kuryu Matsuki posted on social media.
"And without a doubt, it was all of you -- our fans and supporters -- who stood by us until the very end and gave us the strength to keep moving forward.
"Thank you very much for everything."
Middlesbrough had called for Southampton to be thrown out of the playoffs prior to Tuesday's commission hearing and welcomed the news they had been expelled.
The club said the sanction "sends out a clear message for the future of our game regarding sporting integrity and conduct."
Southampton reached the semifinals of the FA Cup, narrowly losing to Manchester City, and finished fourth in the Championship having gone unbeaten in the league since January.
Information from PA and ESPN's Tom Hamilton was used in this report.
