City won an unprecedented domestic treble but were knocked out at the quarter-final stage in Europe.
But De Bruyne has no regrets about the Sky Blues' season.
When asked if it was annoying City did not do better in Europe, De Bruyne said: "No, not at all.
"I think if everyone could take our situation, they would do it without blinking. You can't really think about 'what if' or what should happen.
"We lost in the Champions League, you take it on the chin and go further. The response we did afterwards is the way you should react. By winning the title and winning the FA Cup.
"I don't think in the start of the year you have the goal of winning three titles.
"You set up to be the best you can and in the end you have to reflect on what's going well and what's not.
"This year we can reflect on that we won three titles and got to the quarter finals of the Champions League and that's an incredible feat in itself."