And the head coach is calling on his players to deliver the perfect response when they travel to Newport Gwent Dragons in the GUINNESS PRO12 on Friday night.
"It's important that we just dust ourselves down now, try to build a bit of form in the GUINNESS PRO12 and put in a big performance against the Dragons," Cullen told RTE Sport.
"We're pretty gutted at how we reacted. We prepped reasonably well going in to this game. We're very disappointed at how that second half went.
"We conceded some early scores which leads to us chasing the game very, very early and we lose our way, lose our shape and that's very disappointing. Full credit to Wasps, they were very clinical."
Jonathan Sexton was captaining the province for the first time in his 100th appearance but he was forced off early on after a clash of heads.
Cullen explained: "He just got a head knock. We'll get him assessed and see how he is but he's up and about in the dressing room fine."
To buy tickets for the GUINNESS PRO12 Grand Final click here. Also follow us on Facebook, join the conversation on Twitter, sign up to our YouTube channel for extensive match highlights and sign up for our newsletter for regular updates on the GUINNESS PRO12.