West Ham United were beaten 2-1 by Stoke City on the final day of the season.
West Ham have been fantastic under the Croatian in his first season in charge at the club.
They have competed at the top end of the table for the majority of the campaign, challenging for a European place in the process.
They needed a win over Stoke on the final day to try to secure a top six finish, but were beaten 2-1 to slip down to seventh and may end up missing out on European football as a result.
That was obviously met with widespread disappointment for the Hammers, but Bilic insists that it has been a fine season regardless.
“It has been a great season,” he told whufc.com. “Apart from Leicester we have been praised the whole season and this has been very important for us with the last year at the Boleyn Ground.
“We are now moving into the new stadium and we should be very proud. We have a new adventure and I told the guys to rest and have a good six weeks.”
There is no denying that this season has been a good one for West Ham despite their late disappointment.
Rather than looking backwards, their eyes must now be set on the future as they move into the Olympic Stadium next season.
That move has the potential to transform them into big competitors and they will be hoping to build on a fine first year under Bilic.