Juve lost 4-1 to Los Blancos in the event decider in Cardiff on June 3, prompting some supporters from Serie A clubs to bask in the Old Lady's heartache.
“I am proud not to be like them,” Buffon told Rai Sport.
“In football there are victories and defeats. I remain convinced that you learn much more from a loss than a success, so this is why I struggle to accept the attitude of those who automatically cheer against Juve.
“I am honestly proud to be nothing like those who celebrated after the final in Cardiff.”
The 39-year-old conceded Real's pedigree came through in the showdown, as Ballon d'Or holder Cristiano Ronaldo's brace helped the La Liga champions win the trophy for a record 12th time.
“There was too much optimism going into a game where even the stupidest Real Madrid player had many more trophies and appearances in big finals than me,” added the Azzurri veteran.