Galaxy have had an outstanding season though and Beckham, who has suffered countless penalty shootout losses with his country, insisted that he is proud of the team.
"It's always tough losing, whether it is in penalties or normal play," he said. "Of course, we should be proud of where we have come to.
"I wouldn't say it's tougher to lose on penalties, but it's Russian roulette. It's not a nice way to lose, but that's the way it is," the former Manchester United midfielder said.
Beckham, due to join AC Milan on loan again in January, had a hand in Galaxy's opener. He fed Landon Donovan who crossed for Mike Magee to open the scoring but Robbie Findlay cancelled that strike out with 25 minutes to play.
Having missed out on his first piece of silverware in America, Beckham revealed that he will be return to Los Angeles next season.
"Of course, I said I would be back, hopefully after the World Cup, and that's not going to change," he said.
-By David Brenchley