Salah had a late chance saved by Real Madrid keeper Thibaut Courtois in the Champions League final
The 29-year-old's side were beaten 1-0 by the Spanish club last Saturday.
Salah ended the season with FA Cup and Carabao Cup winners' medals and also collected several personal awards.
"Being recognised by the fans and by the sports journalists in the same season is something special that I will never forget," Salah posted on Twitter.
"I would however give all those personal awards up for a chance at replaying that final, but that is not how football works."
Salah also said on social medial that part of him "wishes" next season "starts again tomorrow" following last weekend's defeat.
Liverpool claimed the two cups but as well as losing to Real also came second to Manchester City in the Premier League.
"I cannot express in words how much we wanted to bring that trophy back to Liverpool but in the end we couldn't," added Salah.
"I cannot thank the fans enough for your support.
"It has been a very long season but a part of me wishes the next one starts again tomorrow."
The former Roma forward has yet to sign a new contract with the Reds, despite his current deal ending in June 2023, but said in the build-up to the game against Real that he would be "staying next season for sure" at Anfield.
Salah ended the 2021-22 season the Premier League's joint leading scorer with Tottenham's Son Heung-min on 23 goals.
The Egypt forward picked up several personal awards including the Football Writers' Association (FWA) men's footballer of the year and Premier League goal of the season for his finish against Manchester City on 3 October.
Salah was also voted PFA Fans' Player of the Year for 2021-22.
-- Courtesy of BBC Sport