But coach Jason Gillespie was in less forgiving mood, insisting: “We need to be more ruthless.”
Yorkshire posted 263 for nine from their allotted overs, but will have been disappointed not to reach at least 300 after being given a good platform by Adam Lyth’s 96.
But an unbeaten 137 for captain Michael Klinger, and a fine knock of 78 not out from Hamish Marshall delivered an eight-wicket victory for the visitors, and ended Yorkshire’s hopes of winning two trophies in a season for the first time in their illustrious history.
Tykes captain Lees said: “It was a bit of a disappointment after starting so well.
“Adam batted beautifully and I struggled to get going. It was not as easy as it may have looked and Adam was brilliant.
“I was disappointed that we we could not go on to score 300 and create some scoreboard pressure but I cannot fault the lads for the way they have played in this competition.
“Today just wasn’t our day and it was just one of those things. We built a platform with some aggressive shots but then lost wickets and got behind the eight-ball.”
But coach Gillespie added: “To make a semi-final is a good effort but I am not satisfied.
“We need to be ruthless when we are on top but we allowed the opposition to get back into it today.”
Klinger and Marshall’s partnership was Gloucestershire’s highest ever partnership against the White Rose for any wicket in one-day cricket, and helped them romp home with 3.1 overs remaining.
Klinger’s 137 came off 145 balls with nine fours and four sixes while Marshall’s 78 contained eight boundaries and came off 75 deliveries.
Yorkshire must now pick themselves up ahead of their trip to Middlesex - where avoiding defeat will hand them their second consecutive County Championship crown.