His decision to put Padraig Harrington, Lee Westwood and Ian Poulter in the final three singles pairings was questioned as Europe lost 16½-11½.
But Faldo said: "One of my goals was to leave knowing I did my best for the team and I'm more than happy.
"I'm proud of everyone. All 24 guys gave their all and we came up short."
The US led 9-7 going into the final day and the contest was already decided before the last four singles matches had finished as the hosts dominated.
"You do your best to put the 12 guys together. We talked about it and posted the team," said Faldo, who admitted that he was unlikely to captain the side when the next Ryder Cup takes place in Wales in 2010.
Sergio Garcia
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"We've obviously got to make up those two points or hang on to their shirt-tails and not let them get away.
"It was mighty close. It could have gone any way at any particular moment and then it could have gone all the way to Padraig's match.
"That was the risk I guess you take, but I'm comfortable with everything. Everybody has given 100% and that's all you can do.
"I think, as I hope, most of you would agree, it was incredibly close. It was kind of on a knife-edge at times.
"I'm incredibly proud of these guys. We gave our heart and souls out there, but this particular week we were out-played just marginally in different areas."
Faldo added: "We have literally come out one guy short.
"Padraig wanted it that way, if we could have got into last four. You miss out by one match - we are divided by fractions.
"In this particular week they have done us and congratulations to them. The difference between a win, a loss or a half you are talking maybe a chip or a putt. You can't point fingers.
"The degree they are playing to. They are hitting 100% shots every time - they don't go safe anymore, they go for everything."
The European players defended their captain despite leading lights Westwood, Harrington and Sergio Garcia failing to register a single win between them.
"We hold the golf clubs, we hit the shots, not the captain," said Westwood.
"If you want to talk about me being rested and Sergio being rested (on Saturday), that's the session we won, so Nick was right to do that.
"So you tell me whether Nick was right or wrong."
Garcia, who went out first in the singles and was thrashed by Anthony Kim, added: "At the end of the day it comes down to playing well.
"If I would have played better and I would have won my match, maybe we would be talking and writing a different story.
"It has nothing to do with Nick. At the end of the day we are the guys that need to perform well on the course.
"We just need to be better than the guys we play. It's not his fault."
Poulter, who was a controversial captain's pick, starred with four points across the three days.
"We talked about it for a long time," he said. "We all sat down and said where we wanted to play.
"If it didn't come off it does not look good, but I don't think that's a true reflection.
606: DEBATE
montyforpm
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"We thought we could get up early to get the middle pack through a couple of matches and we thought they would leave a few strong guys at the end.
"It did not happen that way. It's all ifs and buts. I thought Nick did a good job, but how can you say that if you lost?
"We got beat fair and square. I have a lot of respect for Nick and you guys (the media) don't see what goes on in the team room, so it's hard to give an accurate opinion from the outside looking in."
Poulter, who finished as the leading scorer on either team, believed he had answered his critics, saying: "Do I need to say anything?
"That's all I can do. (I'll) have a couple of weeks off and come back."
Clearly emotional and close to tears, he continued: "I'm a bit deflated to be honest.
"It's all about the team this week and we've just come up short.
"We were all feeling great this morning, buzzing after yesterday (Saturday) but we got beaten.
"I'm fine, I could go again, but obviously it's just such a shame. But it's been a good week and disappointing week all in one."
Justin Rose, who beat Phil Mickelson 3&2 in his singles match, said the Valhalla course suited the home side.
"I think this golf course, ultimately, really suited their style of play and obviously captain (Paul) Azinger purely set up this golf course for the big hitters," said the Englishman.
"JB Holmes has obviously contributed well and that's part of the home course advantage."
Rose said Faldo had to make a "tough call" with regards to the order of the singles.
He said: "We've got two-and-a-half points out of four to start off with and we had strong players at the back who are all pulling through.
"In the middle order you just expect one or two points there, but Boo Weekley was seven under and Kenny Perry was seven under and JB Holmes has finished in style. There's three guys there who probably played better than maybe you expected them to play.
"You've just got to take your hat of and say the Americans played really well. Sometimes you can't account for that.
"You put your heart and soul into this event for months and months leading into it. When results don't go your way it's hard to take."
Debutant Graeme McDowell was one of the few Europeans to perform on the day as he won his singles 2&1 against Stewart Cink.
He said: "I wanted to come here and pick up the trophy as part of the experience.
"We met a good team and just were outplayed. I don't think they are a better team than us, they just played better than us.
"I really enjoyed the team atmosphere - what a great team to play with.
"I really want to be there in two years and hole some putts and hear the crowd go bananas for us."
RYDER CUP 2008 - TEAM EUROPE
P Casey P 3 - W 0 L 1 H 2 (1 pt)
S Garcia P 4 - W 0 L 2 H 2 (1 pt)
P Harrington P 4 - W 0 L 3 H 1 (½ pt)
S Hansen P 3 - W 0 L 2 H 1 (½ pt)
MA Jimenez P 3 - W 0 L 2 H 1 (½ pt)
R Karlsson P 4 - W 1 L 1 H 2 (2 pts)
G McDowell P 4 - W 2 L 1 H 1 (2½ pts)
I Poulter P 5 - W 4 L 1 H 0 (4 pts)
J Rose P 4 - W 3 L 1 H 0 (3 pts)
H Stenson P 4 - W 1 L 2 H 1 (1½ pts)
L Westwood P 4 - W 0 L 2 H 2 (1 pt)
O Wilson P 2 - W 1 L 1 H 0 (1 pt)
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