The Reds suffered a 2-1 defeat at Wembley after goals from Dan Burn and Alexander Isak either side of half-time.
Federico Chiesa came off the bench to reduce the deficit for Arne Slot's side in second-half stoppage time, but they were unable to net again and take the showpiece to extra-time.
Kelleher told Liverpoolfc.com post-match: "It's very disappointing. It's a tough one to take for all the lads.
"To be fair to Newcastle, I thought they deserved it, so fair play to them. We're bitterly disappointed.
**"**It's tough to take, obviously. I think we know ourselves we could perform better than that, which is probably that bit extra hard to take.
"To be fair to the lads, they gave everything, ran as hard as we could, but we just came up a bit short."
Chiesa gave Liverpool late hope when he scored with 94 minutes on the clock, converting well from Harvey Elliott's through ball.
However, Newcastle held on to their advantage to secure a first major domestic honour in 70 years.