The last two months have been agonising for Arsenal, as they went from having the fate of the Premier League title in their hands to it being wrenched from their grasp by serial winners Manchester City.
"It hurts," Saka told the club website, external. "It really hurts so much to even think about how we have ended this season and what could have been."
And Saka will feel responsibility for that. After such a stellar season, his form and impact dropped off in the past eight games with a missed penalty at West Ham also proving pivotal in dropping points.
For much of the campaign, he kept toe-to-toe with City goal machine Erling Haaland in the running to be crowned Football Writers' Association Player of the Year.
In the end, Haaland won by a record margin, receiving 82% of the vote.
But Saka has dealt with adversity before and bounced back in stunning fashion.
As a 20-year-old, he missed the decisive penalty at Euro 2020 in the shootout against Italy.
Some might have caved, but he responded by winning Arsenal's Player of the Season last year and cemented himself as the key man for Mikel Arteta.
He is suitably grounded to recognise setbacks and respond positively.
"When the dust settles and the negative emotions are out, everyone can look at us and be excited," Saka added.
"We are going in the right direction and time is on our side. The players are young, hungry and many of us have not won at Arsenal.
"We want to win - and we want to win here."