“It’s hard to look at the positives when you have given so much and don’t get what you quite deserve,” full-back Rosenior, 31, added.
“What we have done this year is build a basis for the club to move forward and be successful for years to come.
“Everybody at the club is pushing to go in the right direction. We can’t lose that spirit when we get knocked back.
“Leicester missed out in the play-offs [in 2012-13] and the next year they won the league. That will be our aim next season, no doubt about it.”
Hughton proud in defeat
Brighton’s defeat was their third at the Championship play-off semi-final stage in four seasons, after they were beaten by Crystal Palace in 2013 and Derby in 2014.
Having finished third in the table – the club’s highest league finish since 1982-83, when they were last in the top flight – Albion boss Chris Hughton was named the Championship manager of the year by the League Managers’ Association on Monday.
The former Newcastle and Norwich manager praised his squad’s “character and spirit” following the defeat by Wednesday.
“We have gone through a period of a few games where unfortunately things have gone against us,” the 57-year-old said.
“All I wanted was that if we couldn’t make it through to the play-off final that we went out fighting.
“I am proud of a group of players that have been excellent all season. What they have produced has been exceptional.”