Spurs managed to win the game 2-1 after a 76th-minute striker by Darren Bent.
Rodgers said: “I feel nothing but pride. I thought the players gave everything and our supporters were fantastic. They really got behind us.
“The game was on the edge right until the end. I thought we made a terrific start and were good value for Tamas Priskin’s early goal.
“We started well in the second half and did well, but they got the second goal with not long to go, and of course it is very difficult then.”
