"It's very strange. It just ends very abruptly" Brady said on WEEI-AM's "The Dennis & Callahan Show" on Monday. "I'm sure a lot of guys were pretty restless (last night). I was certainly one of them. ... We had high expectations, we just didn't get the job done. It was (a) great regular season, but we didn't win the game that mattered most."
Brady said he and the team are focused on returning to the playoffs again next season.
"It takes a lot of work to get back to where we're at, but that's what our job is," Brady said. "We came together and put the work in and finished off with a great regular season.
"You never get over losses. I've never got over one loss in my career. ... Our expectations every year are to win the Super Bowl."
Brady cited a mistake-free performance by New York as the big difference between Sunday's loss and New England's 45-3 victory in Week 13.
"They didn't make any mistakes. They didn't have any penalties, they didn't have any turnovers, they didn't give up big plays," Brady said. "I think they really came into this game saying, 'We aren't going to give up those big plays when we blitz.' I think they said, 'We're going to play a very similar way we played the Colts.'
"I was driving home last night and thought, 'We just never put any pressure on them.'"
"Honestly, I don't care. I've never met the guy," Brady said. "I don't know why people say those things. It doesn't affect me in my life. The guys that are most important to me are my teammates.
"When you've had a good year, you can say whatever you want to say," Brady added. "I wish we won, to shut 'em up, but we didn't."
"I didn't hear much about (Welker's comments) until that night," Brady said. "I think Wes -- that's his personality. He's a very fun, positive, energetic person. I think Wes just thought it would be funny to come at it in his own way. All that stuff that happened over the course of the week didn't have any impact on the game."
Brady was asked if he planned to cut his much-discussed long hair during the offseason.
"I haven't put much thought into anything," he said. "Other than being a better quarterback."
The Associated Press contributed to this report.