Hopes of a great Barca comeback never materialised at Camp Nou and the match was goalless at half-time, before Arjen Robben opened the scoring just after the break.
Pique then put through his own net before Thomas Muller headed a third to give Bayern an astonishing 7-0 aggregate win.
"This is one of our worst nights," admitted Pique.
"The truth is that it isn't pleasant living through a situation like this. In the first half we really tried but when they scored the first we were left feeling down. We have to congratulate Bayern who were superior.
"What we must look to do now is to close out the Liga and start to think about next season."
Barca left an injured Lionel Messi on the bench, but Pique insists even if the magical Argentine had started it would not have changed the result.
"The fact that Lionel Messi, the best player in the world, did not play was a factor but I do not think his participation tonight would have changed things all that much."
Xavi lauded Bayern as "extraordinary" and believes they thoroughly deserved their place in the final.
The Spain international also refused to use his side's numerous absentees as a reason for their convincing defeat.
Barca were without senior players Carles Puyol, Javier Mascherano, Eric Abidal and Sergio Busquets through injury while Jordi Alba was suspended and Lionel Messi, who has been struggling with a hamstring problem in recent weeks, was an unused substitute.
Xavi told Canal Plus: "Right now they (Bayern) are at an extraordinary level. They have been better and very much deserve to be in the finals.
"Physically, we've been in bad shape with regards to players missing. Busquets, Abidal, Puyol, Mascherano...they are important players. But neither is that an excuse. Bayern have been better. Mentally strong, physically