"Mumbai were the better side. But it was a terrific effort from our team. It was a close game till the end and otherwise a great final," he said after RR lost the summit clash by 33 runs.
"But Harbhajan Singh's three wickets in an over (17th) turned the match on its head and we lost the game there," said Dravid who has already announced that this would be his last T20 game.
"It was an emotional moment and I thnank the players of both teams and the crowd for the warm farewell given to me," he said.
Winning captain Rohit Sharma said it was a befitting farewell for Sachin Tendulkar who would also be not playing T20 format again.
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"It was a nerve-biting game. I would like to thank Sachin and Dravid for what they've done for Indian cricket. We are happy for Tendulkar that we won the title and he will not be playing T20 again," he said.
Man-of-the-match Harbhajan Singh said his figures of 4/32 was one of the best in recent times.
"Great feeling winning two cups in one year. It was a little easier to score with the new ball. The ball was getting a bit wet. That over I took three wickets was probably the best I've bowled the last three months. I didn't practice much before this series, I was traveling to the US," he said.