"It hurt to lose, and I'm still in a little funk right now, but I'm trying to work my way out of it," James said in a video posted Saturday for Bleacher Report.
James addressed Cavaliers fans in the video, saying that while he was "not happy with the way it closed out," he was pleased with the effort shown by his teammates last season.
"You know, for a team that's first getting together, in our first year to be able to reach the Finals -- not saying I'm happy with the results, but I'm proud of our guys," James said. "Just the growth that they had from the first day we walked in the gym to the other day, us losing, I'm proud of the guys and what they was able to accomplish."
With the anniversary approaching of the announcement of his decision to return to Cleveland, James said he has no regrets.
"Being back home is everything that I dreamed of, everything that I thought about," he said. "Being back with these fans, being back with this community, just being back here and trying to bring joy to this city, which deserves it. Bringing a sense of pride to this city, which deserves it. Giving this city something to talk about, which they deserve."
And while he's "bummed about [the Finals loss] for sure," James already is looking ahead to next season.
"Hopefully I can put our team in position once again to try to compete for a championship next year and year in and year out," he said. "That's my goal, and my inspiration hasn't changed."