Vince played his last game for Melbourne in VFL affiliate Casey's gut-wrenching grand final loss to Box Hill at Etihad Stadium on Sunday.

It came the day after Simon Goodwin's Demons ended a season to remember with a whimper with a 66-point loss to West Coast at Optus Stadium.

"To make a prelim in the AFL is a bloody hard thing to do, but you don't want to just make it that far, you want to go all the way," Vince told AAP.

"We can build from that loss.

"It really is an exciting position, to be honest, why not win it next year? The opportunity is there.

"It's a young group that just wants to play exciting footy and we've done that in finals now."

The Demons didn't just dip their toes in the water in their first finals appearance since 2006, dispatching finals-hardened sides Geelong and Hawthorn before coming a cropper against the Eagles.

The nature of that loss - West Coast kicked the first 10 goals of the game against their shell-shocked opposition - could, quite understandably, leave some mental scars.

Not so, says Vince.

"If we were a side that carried mental scars then we would've lost to Geelong (in the elimination final)," he said.

"They beat us twice during the year ... if we were going to be scarred and that was going to affect us we wouldn't have been able to come out and put on our best display almost for the year.

"To win two finals ... the majority of the group have ever played finals so to win two was bloody brilliant.

"They'll build off that next year I've got no doubt."

Vince, 32, was one of his side's better players with 19 possessions in his last game.

After 229 matches, 129 with Adelaide and 100 with Melbourne, Vince, a club champion with the Crows and the Demons, hopes to keep his hand in with the Dees in an off-field role.

"I'm really comfortable with the decision," he said of retirement.

"It's disappointing I couldn't go out on a high both in the AFL and VFL but that's footy. No one guarantees you anything in this game.

"Footy lasts for 10 years if you're really lucky and I was very lucky to be in it for 13 years ... the relationships I've made will last forever."

Australian Associated Press