Heaton went into the penalty shoot out with a reputation for saving spot kicks after his heroics in the semi final. It ended in heartbreak but the City keeper will take plenty of positives from the game.
"It was a childhood dream to go out there and play at Wembley and it was heartbreaking to lose on pens," he said.
"But I thoroughly enjoyed the game and to save a Steven Gerrard penalty (below)is something to savour.
"It would have been a great day if we'd have won it but once the emotion wears off we'll take positives and that will be one of them."
"There's a great atmosphere about the club, based on fitness and determination instilled in the squad, and that's all down to the manager (Malky Mackay) and his staff," he said.
"We never feel like we're going to chuck the towel in and we always stick to the plan. You saw today that that worked in our favour and unfortunately we couldn't make it over that final hurdle.
"Obviously Liverpool are a fantastic side, they're one of the world's best teams. We had a gameplan and stuck to it, defended well and tried to catch them on the counter.
"They didn't cut us open many times, which was a positive for us, and obviously getting back into it late in extra time you thought perhaps the momentum was with us. Then they missed their first two pens and you thought it was going to be our day.
"It wasn't to be, unfortunately, but we gave it our best shot."