Gennady Golovkin felt he was the better fighter after being stripped of his middleweight belts by Saul 'Canelo' Alvarez on points in Las Vegas.
Kazakh star Golovkin left T-Mobile Arena emptyhanded following his majority decision against Canelo in an absorbing and high-quality 12-round rematch on Saturday.
Golovkin lost his WBA (Super), WBC and IBO titles after judges awarded the blockbuster showdown in favour of Canelo 115-113, 115-113, 114-114.
READ MORE: Saul Alvarez beats Gennady Golovkin
The 36-year-old Golovkin (38-1-1) stormed out of the ring following the decision, having tasted defeat for the first time in his professional career.
When Golovkin eventually spoke, he said via ESPN: "I'm not going to say who won tonight, because the victory belongs to Canelo, according to the judges.
"I thought it was a very good fight for the fans and very exciting. I thought I fought better than he did."
Golovkin and Canelo were involved in a controversial draw a year ago and were slated to go toe-to-toe in May, but the clash was postponed after the Mexican tested positive for clenbuterol and served a six-month ban.
Fans were forced to wait but it was worth it as Golovkin and Canelo traded blows in a thrilling contest in Nevada, where Los Angeles Lakers and NBA superstar LeBron James was among the celebrities ringside.
Canelo has already flagged the possibility of a third fight and Golovkin added: "We would like to have a third fight, we will negotiate that, that's what we want."