Barcelona won the Champions League after beating Manchester United 3-1 in the final at Wembley.
The game was Van der Sar’s last for United, after announcing his retirement earlier this season.
“(I played) one game too many I think, it is not nice to lose of course. They had the better chances and we made one or two mistakes and they punish you,” Van der Sar told ITV.
Van der Sar did not feel he could have done any better with Messi’s long-range effort.
“I thought I was positioned well,” he said. “He tends to curl it into the far post but he didn’t.
“They are very good, you have to try and score the first goal and we didn’t do that. It is not always a given, I thank everyone for the memories.”
Barcelona lifted the European Cup for the fourth time after goals from Pedro, Lionel Messi and David Villa.
England international Wayne Rooney had earlier equalised for Manchester United in a thrilling match in London on Saturday evening.
