Spain midfielder Koke and manager Vicente Del Bosque could not hide their disappointment after their side were held to a goalless draw in Romania.
The reigning European champions lacked fluency and created fewer chances than their hosts, who impressed on the counter-attack in Cluj-Napoca, and had to settle for a second stalemate in four days following Thursday's 1-1 draw in Italy.
"We tried to have possession, we had it in the first half and they countered us with quick counter-attacks,'' Atletico Madrid's Koke told Spanish newspaper Marca.
"They went very fast. They have players who are fast and [that] has cost us.
"The feeling with which we [leave] is annoyance because [we did] not win, but we will improve in the tournament. We are a good group.''
Goalkeeper Iker Casillas, who equalled the European appearances record by claiming his 166th cap for his country, played the full 90 minutes with uncapped Sevilla No. 1 Sergio Rico an unused substitute.
Del Bosque, who made six changes during the game, said he was happy with his team selection but not with his squad's performance over the two friendly encounters.
"Romania played a very good game and did not let us play our football,'' he said. "They are a good side.
"I am not completely satisfied with the two games. We lacked depth in general.
"I'm happy with the players who have played. I used the changes to [try to] win the game. There will be time for Rico's debut.''
Romania finished second in their group behind Northern Ireland to qualify for the Euro 2016 finals and coach Anghel Iordanescu was delighted with his side's performance.
"We are aware that Spain move the ball very well, so we looked for the transition and the counter throughout the game to surprise our rivals,'' he said.
"We have done an excellent job [against] one of the favourites for the title and I hope we continue on that line if injuries allow.''