Gareth Bale hailed his team-mates but was left frustrated after a Memphis Depay goal with seconds remaining condemned Wales to a 3-2 defeat.
Bale's side appeared to have earned an unlikely point as a first-half Brennan Johnson goal and an injury-time penalty from their captain made it 2-2 after the Netherlands had gone two goals up.
However, Depay smashed home a last-gasp finish to earn the hosts all three points and keep Wales bottom of Group A4 and winless.
While Wales will be hoping to take plenty of lessons from this Nations League campaign ahead of the World Cup, Bale did not hide his frustration at being unable to secure a morale-boosting draw.
"It's hard to take but I'd rather this happen now and we address it than it happen at the World Cup," Bale told BBC Sport after the game.
"Of course we are disappointed we conceded late, but we're competing with these big teams in every game now."
Wales have now lost three of their last five matches in all competitions, while they have lost all 10 internationals against the Netherlands, conceding 29 goals in the process.
But Bale was optimistic, stating: "It's just the finer details we need to iron out. If we can do that it will put us in a good place for the World Cup."
Wales are not in action now until September, when attention will turn to trying to rescue their Nations League campaign in preparation for their first appearance at a World Cup since 1958.
Bale, meanwhile, will now have his focus on finding a club ahead of the new season.
The former Real Madrid forward laughed off the suggestion he could join Getafe, with Cardiff City having been linked with the 32-year-old.
Giroud leaving Milan to join MLS at end of season
Olivier Giroud announced he will be leaving Milan to join the MLS at the end of the season when his contract expires.
The Frenchman joined the club in July 2021 from Chelsea, winning the Serie A title in his first season.
Giroud has scored 48 goals in 130 games in all competitions for Milan, netting 16 of those this season to help them to a second-place finish.
In an emotional interview with the club’s media channels, Giroud said: "I'm here to tell you that the next two games will be my last for Milan. My career will continue in MLS.
"I'm very proud of everything I've done here at Milan across three seasons. It's the right time to announce it. I'm a bit emotional. My story with Milan ends this season, but Milan will forever remain in my heart."
Though Giroud did not confirm which team he would be joining in the MLS, previous reports suggested he could be moving to LAFC to link up with his France international team-mate, Hugo Lloris.
Giroud leaving Milan at end of season to join MLS
Olivier Giroud announced he will be leaving Milan to join the MLS at the end of the season when his contract expires.
The Frenchman joined the club in July 2021 from Chelsea, winning the Serie A title in his first season.
Giroud has scored 48 goals in 130 games in all competitions for Milan, netting 16 of those this season to help them to a second-place finish.
In an emotional interview with the club’s media channels, Giroud said: "I'm here to tell you that the next two games will be my last for Milan. My career will continue in MLS.
"I'm very proud of everything I've done here at Milan across three seasons. It's the right time to announce it. I'm a bit emotional. My story with Milan ends this season, but Milan will forever remain in my heart."
Though Giroud did not confirm which team he would be joining in the MLS, previous reports suggested he could be moving to LAFC to link up with his France international team-mate, Hugo Lloris.
Beckham: Man Utd's problems have lasted 'too long'
David Beckham believes Manchester United’s issues have lasted "too long" since Alex Ferguson’s retirement in 2013.
The Red Devils have won just four major trophies since Ferguson’s departure, with their most recent – an EFL Cup win last season – ending a six-year wait for silverware.
United have not won a Premier League title since the Scot’s final season in charge, with six managers failing to reclaim the top-flight crown since then.
This season, Erik ten Hag’s side are at risk of recording their lowest league finish and points tally, as they sit eighth on 54 points with two games remaining.
Beckham, who won 13 trophies, including six Premier League titles and the Champions League, told The Athletic: "I think it has been a difficult time over the last five or ten years, but it was always going to be when the boss left the club.
"It wasn’t just that, we lost players like Ryan Giggs, Roy Keane and Gary Neville, all of these players that had been at United for so long; you lose part of that, and you lose part of the club.
"So it was always going to be a difficult time. But we’d like it to change pretty quickly because I think it’s gone on for too long now."
United have lost 19 games in all competitions this season, their most since 1977-78 (also 19), with nine of those coming at Old Trafford – their joint-most at home in a season and the first time it has happened in the Premier League.
Their 1-0 defeat to Arsenal on Sunday marked the first time they had conceded in 10 successive games in all competitions since October 2021, while the 82 goals they have let in this season is their most since 1970-71 (also 82).
Beckham was speaking at the premiere of 99, the Amazon Prime documentary covering United’s iconic treble-winning season 25 years ago.
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