With West Indies needing 19 to win in the final over, Carlos Brathwaite smashed four consecutive sixes of the first four deliveries to help his side claim their record second World Twenty20 title.
"I thought, I've just lost the World Cup. I couldn't believe it. I didn't know what to do. It took me so long to get back on my feet. I didn't want to get back up. It was like the whole world had come down on me," Stokes told 'The Daily Telegraph'.
"For about 40 minutes at the end of the game I knew I just had to deal with it. I had to come back out on the field, collect my medal and listen to all the speeches. I knew the cameras would be all over me to see how I was. Obviously I was gutted but I did not want to show that. I wanted to keep my head up," he said.
But the 24-year-old all-rounder believes that the final over will help him to become a more mature and better player in the future.
"You want the winner's medal but then later we had two hours in the changing room and all the lads had medals around their neck and we were saying nobody can take this moment away from us. We played for our country in a World Cup final. Let's be proud of that.
"Setbacks make you want to be better again. This will be in my mind for quite a long time and I will reflect on it for a long time. It will be a little bit of motivation to make sure this does not ever happen again. So train 10 minutes longer every now and again to get better," he said.
"It is something I work at a lot. Some days they go well. Some days they don't. That was a bad day, but I won't be shying away from it.
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