The Yorkshire side take on Dagenham on Wednesday determined to enhance their play-off hopes after going down 5-0 to Swansea on Sunday.
"We'll keep our chin up and it's back to business on Wednesday in our league game," said Wells, who is on course to reach his target of 20 goals for the season.
Cup wins over Watford, Wigan, Arsenal and Aston Villa have taken their toll on Phil Parkinson's side, who have won only one of their last eight league games to slip eight points adrift of a play-off place.
But Wells was quick to turn his attentions to the Dagenham game and the chance to make up lost ground.
"I don't think it will be difficult to get up for the next game at all," he said.
"Having just lost we want to put things right and show everyone what a good side we are.
"Obviously we didn't get to show what we're capable of and as a footballer when you have setbacks you want to correct them as soon as possible.
"Wembley's out of the way now. We're going to enjoy the night and as of Monday it's automatic that we're setting our sights on coming back to Wembley."
Bradford, whose four goals in their two-legged semi-final triumph over Aston Villa came from set-pieces, were relying on Swansea having an off-day at Wembley, but Michael Laudrup's side tore out of the blocks and took the lead through Nathan Dyer in the 16th minute.
Spanish striker Michu added a crucial second five minutes before half-time and in an exhibition of passing, movement and ruthless finishing, the Welsh side added a cup-clinching third goal two minutes into the second half when Dyer crashed home his second.
Bradford were left chasing shadows and when Matt Duke tripped Jonathan de Guzman in the area for a penalty, with Duke shown a straight red card.
De Guzman gave replacement goalkeeper Jon McLaughlin no chance with the subsequent spot-kick and then clipped home his second and Swansea's fifth in the 90th minute.
"After we've come so far it's upsetting to come to Wembley and lose 5-0," said Wells, who was sacrificed for McLaughlin in the 56th minute.
"But there are a lot of positives to take.
"Even at 2-0 we still knew if we could get one we'd be back in it, but once they got to 3-0 we probably knew it was out of our reach.
"We couldn't get on the ball, we couldn't keep it well enough and they just drained all our energy by keeping possession.
"The gaffer told us at half-time 'we're here, we're in the final, don't have any regrets and go and do the best you can, you've nothing to lose and go and do the fans and the club proud'.
"We ran out there with that mentality and they got the third goal which set us back.
"We probably would have had a lot more chances if they hadn't got that third.
"But it's an unbelievable achievement. Even if we lost 5-0 it's unbelievable to be here."
Wells added: "We made history. We went out and did the best we could and obviously our best wasn't good enough.
"But we're going to continue to strive to come back here in a few weeks, hopefully with the aim of getting promotion."