Speaking to Bleacher Report Radio on Sirius XM, James said the pain of a Finals series loss never really goes away.
"I just don't feel like you ever move on from losing in the Finals," James said, "because you feel like you're right there and feel like you have the opportunity to do something special. ... I can never get away from losing in the Finals."
James has played in each of the last five NBA Finals and is 2-4 all-time in Finals series, however he says that experience hasn't made moving on any easier and in fact said he has "nightmares" over missed opportunities in Cleveland's loss to the Golden State Warriors.
"I guess there's nightmares now about situations throughout the games that's always replaying in my head," James said. "It's definitely difficult, you know I'm getting better every day, but you know it takes quite a while for me to get out of the funk."
James said one thing that's helping him get out of that funk is just being a dad in the offseason.
"I got these three kids running around this house every day that don't allow me to not be happy," James said.
James, who averaged 35.8 points, 13.3 rebounds and 8.8 assists in the Finals and even earned votes for Finals MVP, did his best, but admitted being without injured All-Stars Kyrie Irving and Kevin Love hurt the Cavs against the Warriors.
"If we had our two All-Stars in the lineup it gives us a better shot," James said. "Does it say we're gonna win the championship? Does not. You've still got to go out on the floor and play the game, but it definitely gives us a much better shot than we had."
His comments were more measured than the those Irving made proclaiming that had he and Love been healthy they would've been NBA champions.
James wouldn't go that far, but said things would've been better than a 4-2 series loss.
"It still doesn't guarantee you a championship if all guys are healthy, but obviously it would've gave us a better chance," James said. "That's obvious. I think we all can understand that that's obvious."