Well lost 1-0 in Russia to exit the Europa League third qualifying round 3-0 on aggregate but were never outclassed against a team unbeaten in the Russian Premier League since November.
They were undone by a Stephen McManus headed own goal five minutes after half-time and had the perfect chance to level in the final minute but Bob McHugh failed to convert a penalty.
McCall said: "I was proud of them. It was a good effort.
"I have watched them four times and I watched them on Sunday against Spartak (Moscow), and they are a really good side.
"They are talking about (Ibrahima) Balde going for £10-11million and the boy in the middle (Charles Kabore) for £7-8million."
McCall, who left behind James McFadden, John Sutton and Iain Vigurs to prevent them aggravating muscles problems on the six-and-a-half-hour flight home, said: "The focus was the game, to get to half-time and be in the game and then, if we can get ahead, start thinking about the tie.
"Their opportunities came from two or three of our errors, they didn't really cut us open. I have seen them cut some really good teams open.
"Then they got the goal and we rocked for about five minutes but we battled away and it would have been the icing on the cake if we had scored at the end.
"The effort and determination was good and we're just disappointed to lose the game.
"Bob's disappointed and Mick (McManus) is disappointed but they have no need - people miss penalties and score own goals. It's part of football."
- Sports & Recreation
- Russian Premier League
- Stephen McManus