The Easter Road club went down 2-1 to Celtic at Hampden Park after Kyogo Furuhashi struck twice for the Parkhead side after Paul Hanlon had given Hibs a 51st minute lead.
The opener was one of the first real opportunities in a game which took a while to get going with both sides looking sluggish following a period which saw them play eight games in the space of 30 days in the lead up to the Hampden showdown.
Hibs had two games postponed due to Covid-19, while Celtic were completing their Europa League group-stage campaign, though neither club were impressed that more wasn’t done by the authorities to give them a breather before this contest.
And there’s no immediate respite for either team with crucial cinch Premiership fixtures coming this Wednesday as Hibs host Aberdeen in Edinburgh.
"We have to go again. Celtic were in the same boat as us with the number of games they've had recently,” said Macey.
"We're on our last legs, to be honest. It's an unbelievable schedule we've had. We've come out in here in what's supposed to be a massive showpiece, there's people coming off injured from both sides, and you want your best football, a bit of quality, in these occasions, which is hard when you've played the last eight or nine games in such a short space.
"That's where we're at right now and we've another game on Wednesday. It's a massive game for us to get back into the top six.”
Hibs caretaker boss David Gray and full-back Paul McGinn bemoaned refereeing decisions which went against their side during the loss, including Ryan Porteous being denied what looked a penalty as they pushed for a late equaliser. Macey echoed the sentiments of his club-mates.
"It looked like we had a shout [for a penalty]. Big games, key moments, big decisions…we feel a little hard done by, that’s the honest truth. Some big decisions continue to go against us in these big games.,” he said.
“But we just have to try and move on from it. There are big moments on the pitch that as players you get punished for. And there are also big moments that aren’t always in your control.”
It’s the second time Macey has tasted defeat at Hampden after the disappointing 1-0 defeat to St Johnstone in last season’s Scottish Cup final. But while there was plenty of internal anger amongst the players that day following a dismal performance, Macey revealed it’s a different type of anguish this time around.
“Last season there was a real frustration and anger that we didn't turn up. A lot of boys that day said 'look, when we're back here again we have to put that right'. We did that in the semi-final, but obviously we wanted to back that up in the final as well,” he said.
"We defended unbelievably. They had a lot of territory and a lot of the ball, but I didn't feel under pump in goal and that's a credit to the boys in front of me and the ones who came on.”