The second-row forward was speaking after a Six Nations Championship in which Wales, affected by injuries and off-field turmoil, dropped from being champions to fifth with just one victory, over Scotland.
But they emerged from their final clash with new champions France with their heads held high, despite being pipped 21-16 after leading for most of the match.
Reflecting on a 'hard' campaign, 26-year-old Cardiff Blues lock Sidoli admitted the sudden departure of Grand Slam-winning coach Mike Ruddock and uncertainty over the future of his caretaker replacement Scott Johnson had put pressure on the side.
He believes they coped with it well but he said: "We had to deal with a lot of things.
"Everything's been thrown into the mix really - the politics, the injuries, our results.
"It hasn't affected the team, we're a good close team - but it's affected everything else.
"The injuries meant we had to shake up the squad. The defeat by Ireland took the wind out of us really and it was hard from there."
The big positive Wales can take from the misfortunes which have deprived them of 14 members of their Grand Slam squad is that a number of the players thrust into the side have risen to the occasion in style.
The new centre partnership of Matthew Watkins and former winger Hal Luscombe grew in stature throughout the tournament and third choice scrum-half Mike Phillips had an immense game against France to fully match the 6ft 3ins, 14st frame he brings to the No 9 jersey.
Alix Popham slotted in impressively at No 8 and in the front row the Jones boys - Adam and Duncan, who teamed up after Worcester's scrum specialist Chris Horsman joined the casualty list - have blended well with new hooker Rhys Thomas, with all three young enough to get better.
Sidoli added: "It's a bit like New Zealand, they play two teams and, without really realising it, that's what we've done. We've had two teams because we had to, but the strength in depth it's given us is going to be awesome looking forward to the World Cup.
"Our squad took a couple of hits again this week but we are very happy with the depth we've shown with that performance. It was superb.
"That's a very good French team but we more than matched them and we almost beat them. On paper they are a very strong team and they are tipped for big things at the World Cup but we were probably the better team really."
Ultimately, Wales were undone by a late try from French centre Florian Fritz, who ran on to a superbly-weighted chip kick from enigmatic fly-half Frederic Michalak.
"That try was classy. It's disappointing but they did what they had to do," conceded Sidoli, who will be sorry if Johnson goes home to Australia after four years as skills coach with Wales.
"Ever since he's (Johnson) been here, the impact he's had is phenomenal. He's been instrumental in the way we play with the confidence he brings to our game.
"He's brought new methods and all our team from number one to number 15 are all very comfortable on the ball. That's a great achievement because not a lot of teams are like that. He's been huge.
"If he stays it will be fantastic, if he goes he will go with all the respect and gratitude from the boys."