Sharks coach John Plumtree promised there's more to come from his team next season, after their loss to Western Province in the Currie Cup final.
Western Province ended their 11-year wait for a major trophy when they were crowned Currie Cup champions on Saturday thanks to a 25-18 victory.
In a thrilling exhibition at Kings Park, the home side largely dominated the first half until centre Juan de Jongh's late try - the only one of the game - enabled the visitors to take a 16-12 advantage at the break.
That appeared to shift the momentum, and after fly-half Patrick Lambie - who kicked all the points for the home side - briefly put his team back in front, the outstanding Demetri Catrakilis slotted over two drop goals that sealed a thrilling win.
It was the third straight final loss for the home side, who were beaten in last year's domestic showpiece and the Super Rugby decider earlier this year.
"When you get as old as me, you want to win while you can," said Plumtree.
"I've been coaching for a long time and can tell you that we've got a good set-up here at the Sharks, and we're reaching towards the top, but something is missing and we'll have to work out what that is.
"There's some good consistency because we've made three consecutive finals, but we haven't won them, so that's really disappointing and hard to take. I don't really want to think about it too much right now, but we will get there. It really hurts right now."
"To make two finals in two major competitions and not win is devastating,' Plumtree added.
"We are really disappointed; we had a good enough side and a good enough plan in place, and had all our fans out to support us in a packed stadium, but we just couldn't execute it."
Losing Sharks skipper Keegan Daniel said that credit had to be given to a Province team that won a semi-final against the Lions in Johannesburg and a final against the Sharks in Durban on consecutive weekends.
"They have shown a lot of character over the last couple of games, last week especially when they were down and out against the Lions. We knew they would never go away and would keep fighting. Ultimately they built enough pressure and converted it to points," said Daniel.
"But is it is not all lost for us. It's been a great group of players to lead.
"We've got a really good support system with the senior players around me. I've worked well with Plum and the management. I'm willing to learn every week.
"You would think with the squad we have and what we've done to reach three finals, is pretty successful for the union, but you want to be winning those finals. We've built quite a bit, and some young players have grown and this will be a big learning experience for them to mature going forward."