Littlehampton Town lost 3-0 in the FA Vase final, despite being the favourites to win the historic clash.
It was the first time a Sussex team has reached the final of the cup, and most fans leaving the game said they were proud of the team and all they had done for the town.
The Budds and Murphy families said: “As a fan it was superb, but the team was a bit overwhelmed and the best team won.
"It was surreal seeing names on the board that you recognised. We’ve seen all the cup games leading up to this, and it’s really brought the town together.”
Shaun Pearcey and friends were pretty pragmatic and said they had still enjoyed the day.
He added: “It was one of those things. It was a once-in-a-lifetime opportunity. The game wasn’t great, but it was a great occasion.
"The amount of fans that came along was so impressive and it was electric in the stands.”
Danny and Georgina Smith wished player/joint-manager George Gaskin well, after he was stretchered off in the first half due to a head injury..
They said the game felt a bit flat after that moment, when the Golds were already 1-0 down.
Danny added: “Both sets of fans were great, though. The build up to the whole event has been great, and just being in the FA Vase final and getting to Wembley is a prize in itself.”
The Cole family described the result as disappointing, and said they were worried about Gaskin, too.
They said their house backs onto the Sportsfield ground, and Jamie has been going to Golds games there for a few years.
Jamie said: “It's amazing to get here. Hopefully people will keep on supporting them after this.
"They will be disappointed, but it was a massive thing just to be here.”
Katie Cole said although she’d played at Wembley and watched matches there before, it was completely different to see your local club play at the national stadium.
She added: “It's given us a huge platform. I think it will make a massive difference to the club.”