Ross Lyon says he'll stand firm for what he believes in, telling supporters following his side's 56-point grand final loss to Collingwood that St Kilda is no place for people who want to be comfortable.

Lyon coached the Saints to a 12-point loss in last year's grand final against Geelong, a draw last weekend against the Magpies and a big loss on Saturday.

"The experience on the back of last year is still incredibly raw and it's painful," Lyon told an estimated 900 guests at a post-match function at Docklands.

Lyon backed the efforts of his playing group, adding: "There's no recriminations."

But similar to last year's post-match function, where Lyon said anyone who wasn't prepared to meet the required standard would be shown the door, the coach said he made no apologies for setting high standards.

Referring to negative media coverage of the club this year, a season in which several assistant coaches departed, Lyon said improving was the only way to go.

"There's been a lot of talk, particularly in the media, about St Kilda and what sort of place it is to work at," he said.

"Anyone who's a player, coach or administrator, if you want a comfortable position, you're at the wrong place.

"You need to improve and the standards we set have got to be high. We can't compromise those."

Lyon also repeated his comment from the post-match press conference quoting Winston Churchill: "Never, never, never, never give up."

Saints captain Nick Riewoldt said Lyon was a "remarkable coach" .

"We know you'll continue to drive us hard because that's what we need to do to achieve a premiership," he said.

"To the players, I couldn't be prouder.

"We've got to keep coming and coming. Forget what you see in the media.

"Our premiership window is well and truly open."

Saints president Greg Westaway said the club's loss was disappointing but full of honour.

"Collingwood were too good today but only today," he told guests.

"Last week if the ball bounces differently in the last minute or so (when Lenny Hayes had a shot for goal that went through for a behind to tie the grand final), it'd be a totally different story.

"We still have to go one better and I'm so sure that we can.

"I urge you all to be proud of this group of fine young men.

"I can promise you one thing. We will be back."

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