The striker, who is leaving the club this summer, said the club’s players shared their European disappointment in a group texting session
The Bianconeri were beaten 3-1 on the night after briefly levelling the game at 1-1 in the second half, as their hopes of winning the treble evaporated in Berlin.
He told Tuttosport: “Nothing can ever make up for losing the Champions League final. In Berlin after the game I told my team-mates that the day after we’d feel even worse and I was not wrong.
“I couldn’t sleep that night and I wasn’t the only one. I logged on to the Whatsapp chat we have between us players at 6.45am and everyone else was on there too. The bitterness of coming so close to the Champions League trophy was too much to bear.
“We formed such a solid bond between us, but I am sure another will be created with the new players. That is the true strength of Juventus: players and coaches come and go, but the jersey and the club’s winning mentality remain.”
Juventus have already completed the signings of Mario Mandzukic from Atletico Madrid and Palermo’s Paulo Dybala as they bid to win a fifth consecutive Serie A title next season.
Pepe – who will be a free agent in a few days’ time – added his thoughts on Carlos Tevez’s impending exit and Juve’s new-look attack.
“I did expect it, as Carlos had this immense desire to go back to Boca and Juventus did well to respect his decision,” Pepe added.
“I will always remember him as a fantastic player and a very humble man. I’d happily go to Boca with him!
“I think Dybala will inherit my No. 7 shirt. He’s a fantastic lad and Juve’s a different world to Palermo, but I’ve already seen him do some incredible moves. He reminds me of Vincenzo Montella.
“Tevez has different characteristics to Mandzukic, but they share the same warrior spirit. Look at how many clashes he had with Giorgio Chiellini over the years. He’s someone who can crack his head open and two seconds later get back on the field.
“Alvaro Morata has the DNA of a phenomenon, as he combines technique with strength and pace. Alvaro can become one of the five or six best players in the world.
“When Morata arrived, I immediately taught him a few Italian swear words to get used to the games. I did the same with Paul Pogba, but Paul already knew some because he’d learned from Federico Macheda at Manchester United.”