The Magpies had the better chances in a 0-0 stalemate, but couldn’t find a breakthrough, and were eventually beaten on penalties.
But the manager still believes there are positives to take from his side’s performance.
“We played very well on the night, I have to say,” Bruce insisted.
“I can’t really remember my goalkeeper having to make a save.
“We’ve created some great chances and we didn’t take them.
“Unfortunately for us, it proved costly but I couldn't fault the way we played.
“There were a lot of very good performances out there.”
Bruce said in the build-up to the game he wanted to take the competition seriously.
His nine changes – Jamaal Lascelles and Freddie Woodman the only players to remain in the starting XI – almost paid off.
Ultimately though, United’s long wait for a trophy continues.
Bruce added: “I’ve said since I walked through the door that I know how important it is and it’s an opportunity.
“I’ve said many times it’s going to be difficult for us to win the Premier League but a cup competition as a Premier League team - there are already two out, so a Premier League team can have a chance of a cup run.
“We got to the quarter-finals last year and the year before, so I’m disappointed we haven’t gone through.”
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