Udinese suffered a 3-1 defeat in Germany in the first leg but at the break in the second leg they had a 3-1 lead before submitting to Bremen in the second half.
“There is obviously some bitterness that we have gone out, but I am very proud at the way we approached and played the game,” Marino said on Sky Sport Italia.
“I would like to emphasise the fact that the boys gave everything they had and their commitment was appreciated by the fans.
“We made it to the quarter-finals and made history for the club in the process. People enjoyed watching us, so it is a pity that we didn’t get further.
“But we had 12 wonderful games in the UEFA Cup and we were equal to all our opponents. We learnt a lot and we grew as a team during the course of the competition.”