Spurs will end the season without silverware after they suffered an eighth successive FA Cup semi-final defeat as Manchester United came from behind to win 2-1 at Wembley on Saturday.
It means Tottenham have not tasted major trophy success since 2008 as focus now turns back to securing a top-four finish in the Premier League.
Finishing another season empty-handed will lead to further speculation over the future of Tottenham's key men - with Kane admitting slipping to defeat in big games could be linked to the mentality of the squad.
"It could be," he replied when asked if mentality could be the difference between winning and losing important matches.
"There's obviously a reason why we're falling short in the semi-finals, or in the big games. So we have to do better.
"I wouldn't be able to tell you exactly what it is. But it's frustrating. It's frustrating personally, it's frustrating for the team. But yeah, we just have to find our way around it.
"It's annoying. It's hard to put a finger on why. But we weren't good enough. It was an even game. They got their noses in front and that was the end of it."