Raya has described being "broken inside" after Arsenal's penalty shootout defeat to Paris Saint-Germain in the Champions League final in Budapest — the club's first European final in twenty years ending in heartbreak despite a season in which they also won the Premier League title.
The Spaniard, speaking to The Guardian, gave a frank account of the emotional toll of a defeat that ended 4-3 on penalties after a 1-1 draw at the Puskas Arena.
"The thing is, when you lose a Champions League final, when you get there for the first time in 20 years and then you lose on penalties, it destroys you inside."
Arsenal had led through Kai Havertz's sixth-minute goal and came within inches of winning on multiple occasions, with Raya making saves during normal time and then denying Nuno Mendes in the shootout. But Eberechi Eze and Gabriel Magalhães both missed from the spot, and the trophy went to PSG.
Raya described the hours after the final defeat, and how the Premier League trophy parade lifted him.
"When I went home, I was broken. We stayed overnight and travelled the next morning. That night is very, very hard. The following morning too. Then you reach the Emirates, you see the fans, and that lifts you. When you come out on the bus with the Premier League trophy and see all the people, what it means to them, you realise what you've done."
He added that the pain eventually gave way to perspective.
"I left Budapest with my head held high because of everything we had achieved during the season, but I was destroyed inside because we were so, so, so close."
Raya noted that he finally found the words to congratulate PSG's Fabián Ruiz — his Spain international teammate — when the two linked up at the World Cup.
"I couldn't really talk after the final; I just didn't have it in me. The next day we talked about the game properly. Just two mates chatting."