The Ulster champions were defeated by Kerry after a tense and rigid All-Ireland final.
Donegal didn’t get anywhere close to the levels of performance they displayed in the All-Ireland semi-final when they beat the hotly tipped Dublin by six points.
McGee told The Irish News, “I suppose we didn’t really reflect much yet, it will probably be worse now in a couple of weeks time when you’re sitting in the house on your own, especially when we didn’t perform.
“Jim said before the game, regardless of the result, leave it all out there on the pitch.
“We just did not perform on the day. It was just one of those days.
“You can’t say that they were the hungrier team or that we were hungrier. It’s just that they got things right. It’s hard to put the finger on it.
McGee won’t have much time to lick his wounds, he’ll be back in club action this weekend as the Donegal SFC finally starts.
It was postponed until Donegal’s involvement in the All-Ireland series ended.
McGee will be joined by his brother Eamon and Odhran MacNiallais as Gaoth Dobhair face Killybegs on Saturday evening.