Juanfran had to be replaced in the 55th minute of the Champions League quarter-final second leg, which saw Atlético complete a 2-1 aggregate victory.
Saul Niguez's sublime headed goal may have dealt the hammer blow but after Craig Shakespeare's tactical tweak, switching to three at the back and bringing Leonardo Ulloa into the fray, Leicester were in the ascendancy.
"I hope the benefit from this campaign is the players want some more of it".
When Leicester's players return to training today after a day off yesterday they will be battling a hangover following the disappointing end to their European adventure.
"As a football club we can be proud of how we've conducted ourselves".
"They (Atletico) are probably used to playing teams who keep possession more, so we were going direct".
Yesterday I planned to sit down and write about the Leicester City being eliminated from the Champions League by Atlético Madrid, but I just didn't have the heart right away.
Marcelo insists he is not fussed who Real Madrid get in the Champions League semi-finals after overcoming a "very strong" Bayern Munich side on Tuesday.
But with Leicester now 12th in the Premier League table, there are no expectations they will return to Europe's top table anytime soon.
Atletico coach Diego Simeone made a point of saluting each of Leicester's players at the final whistle, while the most commonly used adjective on Wednesday's British sports pages was "brave".More news: British teenager has legs amputated after F4 crash
We have some unfinished business in the Premier League.
"I've just said to the players "you should want more of this".they've agreed to a man that's what they want".
A skied Shinji Okazaki effort from Vardy's cutback and a tame Riyad Mahrez volley straight at visiting goalkeeper Jan Oblak were all the hosts could muster by half-time against their Champions League-hardened opponents.
Atletico have now reached their third semi-final in four years but boss Simeone admitted the Rojiblancos survived a major scare.
Leading 2-0 on aggregate, Atletico could relax knowing they had conceded just seven times in their previous 17 Champions League outings.
The Argentine famously led Atletico Madrid to a La Liga title but it is clear that he is still hurting from the two Champions League final losses that his side had to endure.
"That's something they should take into next season and make sure they don't have to fight relegation".
The 20-year-old came close to scoring for Leicester City mid-way in the second half but couldn't get his foot on the ball properly and missed the target.
However, a freakish own goal from Real captain Sergio Ramos levelled things up at 3-3 overall before Bayern saw midfielder Arturo Vidal sent off late on and they went into extra time with 10 men. They'll be tough opponents in the semi-finals but I don't see any reason why they can not win it.