Steve Mafi and Anthony Allen scored tries as Tigers were beaten 30-23 by Harlequins in front of an 81,000-strong crowd in Saturday’s Final.
“It’s our eighth final in a row and there is a satisfaction in being consistent,” said director of rugby Cockerill. “But we want to win and not go home empty-handed.
“We’ll have some time off now, we’ll have a look at the season and come back as fierce as ever and with the same appetite to try to win it.”
Tigers trailed 30-13 going into the closing stages, but a quicky penalty from Ben Youngs set up Allen to score. George Ford kicked a penalty to cut the gap to just seven points and Tigers were putting pressure on the Quins line as the clock ticked down.
“We will always be there at the end, whether we are 20 points up or 20 points down,” said Cockerill. “To come back from 30-13 to be where we were said something about us. We were battling on their line to draw the game with time off, so we were still going hard for the result.
“The supporters were fantastic. I’m disappointed we couldn’t bring the trophy back, but it was not for a lack of effort.
“We’ll come back and fight on all fronts next year and give it our best shot. This is a great club and today we fell short but we will come back fighting next year.”
Tigers recovered from 11th place in the Aviva Premiership table in October to reach the play-offs and then the final, and Cockerill said: “I’m proud of what the side have done over the year, but we’re disappointed we couldn’t go on and win it.
“Quins have been top of the league for most of the season and they played well in the final. Fair play to them, they are a good side, they built pressure and got their rewards with the penalties and the points.
“We were not as controlled or as accurate as we needed to be. We needed to cherish the ball more and put them under pressure. You cannot turn over ball and be inaccurate in cup finals against a good side.”
