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.
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.
He wasn't pleased with the scoring and felt he did enough to come away with the decision.
When Golovkin eventually spoke, he said: "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."
Tom Loeffler, who runs Golovkin's promotional company GGG Promotions, believes it's going to be very hard to beat Canelo in Las Vegas.
“I don’t know if we can win a decision in Las Vegas,” Loeffler said.
As to when the third fight could take place, the earliest would be the Cinco De Mayo date in May 2019.