Dan Biggar admitted it was 'tough to take' after Wales' World Cup dream ended in Yokohama last weekend.
But the Saints star is now setting his sights on the All Blacks after being named on the bench for Friday's third and fourth-place play-off.
Wales' 19-16 semi-final defeat to South Africa means they will face a New Zealand team they have not beaten for 66 years.
It will be Wales head coach Warren Gatland's final game in charge before his 12-year reign ends.
And Biggar said: "To lose a semi-final is tough enough anyway, but the way it panned out was tough to take.
"We have been on a really good run and we just couldn't get over the line.
"Their nine (Faf de Klerk) was excellent in terms of marshalling them around the field. You know when you come up against them, the mauling game is big.
"At 70 minutes we were in a good position in the game and we got turned over and they kicked to the 22. In a moment, the game changes and we were chasing it."
New Zealand suffered a first World Cup defeat for 12 years when England beat them last Saturday.
Biggar added: "We have got to pick ourselves up now in a very short period and go again against a disappointed All Blacks team, so no bigger challenge.
"A huge carrot is to try and beat the All Blacks, something we haven't done (since 1953).
"The winners' medal was the first thing we wanted, but now we can't get that we have got to aim for a big performance on Friday and hopefully create a bit of history.
"It would be a nice way to finish for everyone if we could finish on a high.
"We came through a tough pool and topped it. This is the route we would have wanted to have taken towards the final. It didn't quite happen.
"We are a strong group. It has been together for quite a while and we are all feeling this together. Hopefully, we will finish on a high on Friday.
"We spoke all tournament about making it to Saturday's final. Once you are in a final it is anyone's game. We realise we had a huge opportunity, but we couldn't quite get over the line."