Tigers were unable to add the Heineken Cup to their Guinness Premiership crown as they were beaten by Leinster in Saturday’s European final at Murrayfield.
Kay said Tigers would have to work even harder to reach next season’s final in Paris. But the second row said the club had a good mix of youth and experience to make it achievable.
England international Kay said: “We are going to have to work as hard next year, if not even harder, to get ourselves into the final again.
“There are people in charge at the club who will drive that.
“We have a good mix of experience players, who know what it takes, and younger players, who will drive the older players with their youthful enthusiasm.
“We will be chomping at the bit to start again next year and we will certainly hope to get to a final again.”