Saka, Jadon Sancho and Marcus Rashford all missed penalties as Italy beat England in a shootout to win the tournament, and all three players were subjected to vile racist abuse on social media afterwards.
But Saka says he won’t let it “break him” and “love always wins”.
He said: "I will not let that moment or the negativity that I've received this week break me.
"I knew instantly the kind of hate that I was about to receive and that is a sad reality that your powerful platforms are not doing enough to stop these messages.
"I don't want any child or adult to have to receive the hateful and hurtful messages that me Marcus and Jadon have received this week.
"There is no place for racism or hate of any kind in football or in any area of society.
"And, to the majority of people coming together to call out the people sending these messages, by taking action and reporting these comments to the police and by driving out the hate by being kind to one another, we will win.
"Love always wins."
So far five people have been arrested over the posts and Twitter said it had removed more than 1,000 posts as well as suspending a number of accounts for violating its rules. And Facebook, which also owns Instagram, said it had "quickly removed comments" that had been directed at players on their platforms.
Saka went on to say he was thankful to people who "campaigned on my behalf and sent me heartfelt letters, wished me and my family well".
He added: "This message won't do it justice how grateful I am for all the love that I have received, and I feel that I need to thank everyone who has supported me.”