Finland were two goals up early in the second period after Erik Haula scored a shorthanded goal, but Canada came roaring back and netted the winner with 36 seconds left on the clock.
"Sad, upset, a lot of emotions, so I kind of feel flat," said Haula, who regularly plays for the NHL's Nashville Predators.
"I don't know how to explain it. It's hard to feel anything. We lost. They're going to the gold-medal game and we're going to the bronze, and I don't feel anything," Haula said, adding, "I feel about as bad as you can feel."
Finland managed a mere three shots on goal in that second period where Haula scored, and were outshot 39-17 over the 60 minutes. But Haula said he believes they did what they could against a team that have been tipped for gold from the outset.
"We played the best team in the world, we took it to them," Haula said.
"We kept talking about how we can't just defend them. We were here for gold, and nobody thought we could do it today. And our goal was to prove everyone wrong, and it just came short."
Finland now need to pick themselves up ahead of Saturday's bronze-medal game where they will face the loser of the other semi-final between the United States and Slovakia.
"It's not easy, obviously. It's a tough pill to swallow," captain Sebastian Aho said.
"But yeah, we just kind of flush this one out and wake up tomorrow and come with a good mentality," Aho added. "I'm sure that when it's all said and done, the bronze medal will be an unbelievable accomplishment."
