The midfielder was devastated when the Hoops were dumped out by St Mirren in Sunday's semi-final clash at Hampden. The shock 3-2 defeat cost them a meeting with Hearts in the final and ended any hopes of a domestic treble this season.
But, having already booked their place in the last 16 of the Champions League, and with another Clydesdale Bank Premier League title looking likely, Ledley knows there is still plenty to look forward to.
He said: "We've got the SPL, the Champions League and the other cup as well. We just need to concentrate on those, take it game by game and rebuild and go again.
"We've had a fantastic achievement already to get into the last 16 of the Champions League and hopefully we can get a fantastic result against Juventus and go from there. We know it's going to be difficult but hopefully we can achieve it."
Celtic had been strong favourites ahead of the cup tie but it was Saints who drew first blood when Esmael Goncalves marked his debut with a goal. Gary Hooper levelled just before the break but Charlie Mulgrew failed to hand Celtic the advantage when he saw a poor penalty saved.
Mulgrew then conceded a spot-kick of his own, which was tucked away by Paul McGowan, before Steven Thompson struck for the Paisley club. Mulgrew netted with what proved to be the last kick of the game, as Celtic left it far too late to rescue the tie.
Ledley said: "We are devastated as a team. It wasn't a good performance at all from us.
"It was a sore one for us and we just didn't get going. I'm not too sure why that was the case.
"We will probably watch the video again and see what happened. We were unlucky again but we need to punish teams from the off."