O's midfielder Romain Vincelot says losing a play-off final is the 'worst feeling you can have in sport' but insists Orient can learn a lesson from defeat at Wembley.

Russell Slade's side were beaten 4-3 on penalties by Rotherham United after surrendering a two-goal lead against the Millers at Wembley this afternoon.

Moses Odubajo and Dean Cox handed Orient a 2-0 lead before a second-half brace from former Orient forward Alex Revell brought parity for the Millers.

Neither side could seize the initiative in extra-time and so it took penalties to separate the two, with Rotherham goalkeeper Adam Collin saving from Mathieu Baudry and Chris Dagnall to catapult the Yorkshire outfit into the Championship.

Speaking afterwards, Vincelot said: "This is the worst feeling you can have - in sport - there are worse things you can have in life.

"[We were] so close, it makes it harder to take because I think during the game we were playing better, we had more chances but then, at the end, it doesn't get you the result.

"I think in extra-time we were better with the ball, we tried but to get to penalties [was tough]," added the Frenchman.

Vincelot, who was part of the Dagenham and Redbridge team to beat Rotherham in the 2010 League Two play-off final, insists the O's can take a positive lesson from a gut-wrenching defeat at the national stadium.

"I think it's an experience, a really harsh one. If you take a good lesson from it, it can help you," explained Vincelot.

"Right now it's hard to say that because it looks really far from it because we just missed out. I think any experience is good to take - this one maybe more than another one - so hopefully there's going to be a positive side in a few weeks because right now there is none," conceded the former Brighton enforcer.