Inzaghi says his men should feel nothing but proud despite getting knocked out in the Round of 16 stage.
Lazio returned to the Champions League for the first time in 13 years and were drawn in group F, together with Borussia Dortmund, Zenit Saint Petersburg and Belgian side Club Brugge KV.
The Italian side finished second behind Dortmund and were handed a tie against the defending champions Bayern Munich in the Round of 16 stage.
Lazio knew only a miracle would help them qualify to the next stage at the expense of Hansi Flick’s men but the Serie A side went down fighting, an attitude which impressed Inzaghi.
“After the first leg result, we could’ve risked embarrassment here tonight if we didn’t have the right attitude,” Inzaghi told Sky Sport Italia.
“However, I’d say we had an overall good performance, we leave this competition with honour, because we were unbeaten in the six group games.
“The regret is the first leg, but against the European and World club champions, I think we did well tonight.”
Inzaghi took Lazio back into the Champions League after 13 years and into the Round of 16 following a 20-year gap.
“We know that there are teams in the tournament we simply cannot compete with right now and Bayern Munich are one of them,’ he added.
“Our objective was to qualify for the Last 16, we achieved that unbeaten, and are very proud of the journey we made in Europe. It was always going to be incredibly difficult against Bayern and the first leg mistakes made it worse.
“What you realise in these games is the mentality. When Bayern were 2-1 up four minutes from the end, David Alaba came crunching into a tackle right near my bench, and it showed the determination they have.
“Bayern Munich are the maximum anyone can aim for at club level. It would be wonderful to get closer to that level, but we must remember Lazio got back into the Champions League after 13 years and into final 16 after 20, so this was a big step for us.
“Now we want to gain some consistency and get back into this tournament again next year.”
