Ronaldo, 33, left Real for Juventus in a club-record transfer after nine glittering seasons in the Spanish capital.
And his absence was highlighted within Spanish press as Los Blancos slumped to their first European final defeat in 18 years.
Real held a 2-1 lead before Casemiro departed the field through injury in the 76th minute and in head coach Julen Lopetegui's first competitive game in charge they went on to lose 4-2 in extra-time to cross-town rivals Atletico Madrid.
"We are hurt after losing a title but this is just the beginning. We have full confidence in our coach," he said after the game.
"Making excuses is not the profile of Real Madrid. Here, we win together and lose together.
"Of course we missed Cristiano [Ronaldo], but that's in the past. We can't hide from that fact: any team in the world would miss him
"We don't have a better or worse squad because of one result, the matter of new signings is for those higher up than me."