Leeds Rhinos boss Rohan Smith makes play-off admission after damaging defeat
A third loss in a row leaves the Rhinos four points adrift of the top six with only six games to save their season.
"It certainly would be (a big ask)," said Smith, who lost Justin Sangare to a suspected torn foot muscle.
"There’s plenty of twists and turns yet. It's just about getting one result and trying to get the next one.
"We’ve been there or thereabouts in so many of our games, as the for and against tells us.
"We weren't quite good enough but were very, very close to the game going the other way."
In contrast to Wembley opponents Hull KR who made 13 changes for their game at Wigan Warriors, Leigh named a strong side just six days out from the final and were rewarded with a win that took them joint second in Super League.
The result rounded off a miserable week for the Rhinos following the hasty departure of Blake Austin.
"I feel every game is a missed opportunity when you're in the battle and have got a chance at it, which we were," said Smith.
“There were lots of distractions this week above and beyond transfer news but our players didn't choose to use any of those as an excuse.
"I credit Leigh and the bravery of coach (Adrian) Lam for showing their respect and ambition to Super League."
Leeds led 6-4 at half-time courtesy of Jarrod O'Connor's converted try but were kept scoreless in the second half.
Smith could not fault his side's commitment in a losing cause.
"It was a good contest," he said. "A good, physical game again.
“We got beaten in a couple of critical moments defensively but I thought our defence overall was excellent against a very good attacking team.
"I'm really proud of the overall effort. We had three or four players severely under the weather going in but they didn’t hesitate and dug in."