The Golds were soundly beaten 3-0 by an impressive Newport Pagnell Town side in front of some incredible support at the FA Vase final.
Newport took the lead through a wonder strike from Kieran Barnes before joint boss George Gaskin was stretchered off after a nasty clash.
Two goals in the second half from Ben Shepherd sealed the win and a disappointing result for the Golds.
Humphreys said: "Absolutely gutted. We have done ourselves proud before today and we have let ourselves down but you can't take anything away from the run we have been on this season. It's disappointing and gutting to put on a performance like that in front of our fans, 7,000 of them.
They were fantastic, it was a shame we couldn't get a goal for them. It just wasn't our day."
Humphreys praised their opposition who dominated from the start. He said: "Full credit to Newport Pagnell. They were spot on. They had a game plan and done well."
It was a brilliant occasion for the club and the town but were the players overawed by it?
"I don't think so," he said. "it's so hard to explain. It was so hot out there. Its the same for the other team. It sounds stupid but there is not a lot of air there. Its weird. But they were better than us and they deserved it."
But Humphreys said there is still a lot to take from the season and personally ot was a great achievement for all the players playing at Wembley.
He said "How many people can say that at our level?. Its an achievement and a half. We have had a great season, its been fantastic, just a shame we couldn't get the trophy and bring it home."
And there is still much to play for for Humphreys and the rest of the Golds squad with the RUR Charity Cup final on Wednesday. He said: "No rest for the wicked, big game again on Wednesday night and then 24 of us going to Malaga on Friday.
"We need to go and wrap up the treble now."
That was horrible. I wasbthe first one there and it wasn't nice. I think he's conscious.
Littlehampton Town fans at Wembley – pictures