Van Dijk has been a revelation for Liverpool since joining for £75m from Southampton in January and he was part of a defence which barely put a foot wrong in the final.
Unfortunately Liverpool were beaten by two amateur errors from Loris Karius and an incredible overhead kick by Gareth Bale as their wait for a sixth European Cup goes on.
But Van Dijk urged his fellow players and Liverpool's supporters to look back on the season with pride and issued the perfect riposte to gloating fans of rival clubs.
"We should be proud of getting to a final like this," he said on TalkSPORT.
"All the other teams say they are happy now because we lost but they should be jealous of us for getting here."
Nobody expected Liverpool to get as far as they have done in the Champions League this season but they blitzed their way to the final, scoring a record number of goals for a single European Cup campaign along the way.
But a first half injury to the talismanic Mo Salah cost them on Saturday night. Sadio Mane managed to equalise for the Reds after Karim Benzema's bizarre opening goal but Bale's worldie and a second Karius error meant that Liverpool finished empty-handed.
But Jurgen Klopp has fashioned a stylish and effective team at Anfield and with further reinforcements to come in, this will not be their last shot at major silverware.