The Japanese side held a 2-1 lead from the first leg against Al Ain, but lost the second leg 5-1 in the United Arab Emirates and had goalkeeper William Popp sent off just before half-time.
Kewell succeeded fellow Australian Kevin Muscat as Yokohama coach in late December and he said his team would learn from the 6-3 aggregate defeat in the final of Asia's premier club competition.
"You use this as fuel, and you make sure it never happens again," said the 45-year-old former Leeds and Liverpool forward, who cut a disgruntled figure at his post-match press conference.
"Now we're in the competition again next time. And again, we'll go that one step further. We're determined," he added.
Popp was sent off when he felled the on-rushing Soufiane Rahimi deep into injury time of a first-half that stretched to an extraordinary 62 minutes.
Kewell was left fuming at what he called a lack of sportsmanship by Al Ain, who are coached by former Chelsea and Argentina striker Hernan Crespo.
"We play at a level where sportsmanship is supposed to be high. For me, the referee tonight was poor and he allowed certain things to happen. It was never a penalty," said the Australian.
"So again, we're going to use this. We're going to put this into our season. We're going to put this into every game now that we play, and we're going to go forward."
Two goals from Rahimi, a Kaku penalty and Kodjo Laba's late double sealed the win for Al Ain, their second AFC Champions League victory after also lifting the inaugural trophy in 2003.
Yan Matheus scored the Yokohama goal five minutes before half-time.
"We as a club, we will lick our wounds," said Kewell. "We'll come back stronger. Especially the next time around."
Yokohama are in the bottom half of the table in the domestic J. League with four victories from 13 league games.
