Rangers fans were left devastated after their team lost on penalties.
The German side beat Rangers in a shootout after the match ended in a draw.
In front of tens of thousands of fans, a late substitute missed a penalty.
They were happy when Joe Aribo put Rangers ahead.
But 12 minutes later, the goal was canceled out by Eintracht Frankfurt's Rafael Borre.
The Glasgow and Frankfurt fans traveled to the Spanish city for the match.
Most of them didn't have a ticket for the game.
Rangers fans were able to watch the match on big screens at a second stadium in the north of the city.
The supporters leaving the ground told the radio station they were proud of their team but disappointed with the result.
Hundreds of disappointed Rangers fans streamed out of the Louden Tavern in Glasgow after the penalty shoot out.
The pub was packed with people waiting to get in.
When Rangers went up by a goal, there was a huge roar from the crowd but it turned quiet.
There was no serious trouble when a dozen police officers were outside.
Fans who spoke to the Scottish Broadcasting Corporation were proud of the team and their run in the Europa League.
The fans headed home as the Glasgow rain started to fall after the match ended.
John Greig, who was the captain of the team that won the European Cup in 1972, urged fans to travel to Sevilla to show their best.
To see Rangers in a European final is something many of us thought would not happen again, and I have been taken by the lengths you are going to in order to support the team.
It is vital that we all act in a responsible manner and remember the values that this institution stands for.