Town gave it their all over both legs but ultimately came up short as Stephen McLaughlin’s first-half strike added to Mansfield’s advantage from Field Mill and effectively booked their place at Wembley next Saturday.
However, despite the huge disappointment of narrowly missing out on promotion for the second time in the space of 12 days, a large number of fans stayed behind after full-time to clap the players and staff off, with many chanting Brady’s name.
"We have had a fantastic season,” said Brady. “We just missed out by a whisker for automatic promotion but I was just completely overwhelmed by the reaction of the fans at the end of the game.
"I think they felt the effort the players gave tonight because it was absolutely incredible. We pushed and pushed and pushed and unfortunately we just couldn't get over the line and get ourselves to Wembley.
"It's deeply disappointing and the players are deeply disappointed but I can't ask for anything more from them because they have given absolutely everything this season.
"We kept knocking on the door but Mansfield kept it shut with block after block and they worked very hard. We probably could have had two penalties as well but what's done is done.
"We said from the start of the season that we wanted to build a connection between staff, players and fans. The fans told us at the start of the season that they wanted a team to be proud of and hopefully we have delivered that.
"We have a group of staff here who really care and who are connected to the town and give it everything we have. We will come back again.
"You have to let the dust settle but it just makes us hungry for more and hungry to drive on and get back into League One. This club is going the right way and we will come back with renewed vigour.”
Brady also commented on the unsavoury scenes at the end of the game when several fans ran onto the pitch and squared up to a couple of players. The incident came just 24 hours after Sheffield United striker Billy Sharp was attacked by a Nottingham Forest fan following their Championship play-off game at the City Ground.
"It's obviously not right," said Brady. "I thought the incident with Billy Sharp the other night was disgusting. I'm not sure if they were Northampton or Mansfield fans but it's not right and you don't want to see it."