Bernstein paid tribute to the support of the Bradford City fans despite the League Two side going down 5-0 to winners Swansea at Wembley in front of a crowd of 82,597.
He also congratulated the Swansea, for whom it was their first ever major trophy.
Bernstein said: "I had the pleasure of attending the Capital One final at Wembley Stadium yesterday.
"In the context of all we in football are trying to achieve in the area of respect and good behaviour it was an outstanding occasion.
"I would like to congratulate Swansea City FC on their support, fine performance and excellent victory and both clubs on the level of sportsmanship shown.
"In particular it was more than pleasing to witness the fantastic support of the Bradford City fans. Their backing for their team in adversity was a wonderful example of passion and loyalty combined with good humour. It was a pleasure to observe. Very well done to all concerned."