Edinson Cavani stepped up in the absence of injured star Zlatan Ibrahimovic, bagging a brace to hand PSG a record fourth League Cup title at the Stade de France on Saturday.
Cavani's second goal came courtesy of a penalty after Anthony Lopes fouled Lucas Moura, though there were doubts whether the incident occurred outside the area.
The controversy clearly displeased coach Garde.
"I have to say that tonight we lost the final on a refereeing mistake," he said.
"I told Mr Lanoy, the referee, that he was wrong and he thanked me for my fair play. What can I do next?
"I could make a big scandal and be suspended several games like Clement Grenier, but I think it is easier to suspend Clement Grenier several games for telling something bad in the dressing room than for five referees to make a correct decision.
"This is how football is, it is like that. I am extremely sad for my players, because as I said to Mr Lanoy our season has been very difficult.
"We knew that our season will be tough. Since the beginning there have been so many issues, we started with problems and they have continued. However it is sad to lose a final on a refereeing mistake."
Striker Alexandre Lacazette hit back just before the hour mark to give Lyon hope of a comeback, but it wasn't to be with Garde admitting he was devastated to lose but praised his players' efforts.
"There is a lot of disappointment this evening in Lyon," he said.
"We did not start well, which is the only thing I can reproach my players for. They conceded the first goal too soon and that was disappointing. That early goal changed the way we wanted to play the game and what was planned.
"The first half I felt we were missing a lot of rhythm. In the second half we did what we could and we used our bench well, it was a much better performance.
"There is nothing I can reproach my players for except that. I have nothing bad to say about their efforts and I was pleased."
