And Jones, who has previously tasted heartbreaking Heineken Cup losses for the Ospreys and a series reverse for the 2005 Lions, admits this particular setback is the toughest yet.
"I think it is. It's difficult to play 65 or so minutes with 14 men. It is incredibly difficult physically, and it's also hard emotionally," said Jones, who came on midway through the second period at Eden Park.
"I've had some fantastic highs and lows over my career, but it was pretty emotional at the end. All the boys were drained. I've never sat in a changing room like that before.
"Our preparations were turned on their head after Sam's sending off, but I still thought we did enough to win the game. We dominated possession and territory with 14 men in the second half, but we could have done with the bounce of a ball.
"But it didn't happen and we cannot dwell on it. The history books will say we went out as losing semi-finalists.
"It's incredibly tough, and something some of us may never get to rectify."
Wales now take on Australia in Friday's third-place play-off, with Jones hoping to help his countrymen finish on a high.
The 30-year-old, who was almost forced out of the competition before playing a game due to a calf injury, insists Wales should be proud of their efforts and can look forward to a bright showing at future World Cups, even if he may not be around to enjoy those experiences.
"The key for us now is to hold our heads up high. It would be lovely to go out with a win on Friday," added Jones.
"We came to New Zealand to do great things, and we were close to getting where we wanted to be, but it was taken away.
"We have shown our character. We have to make sure we go out now and do ourselves justice.
"I've had a fantastic journey, and I am grateful I have been able to contribute. It is well-documented that I was almost going home four weeks ago.
"The boys will learn a lot from this experience because you can pick up so much from matches like these and times of adversity. There are a lot of youngsters here in key positions who certainly will be around at the next World Cup and maybe the one after that. It bodes well for Welsh rugby."