Goals from Gabriel Jesus and Roberto Firmino sealed victory for Brazil in Belo Horizonte on Tuesday night.
The defeat means talisman Lionel Messi missed out on another trophy with his country but Scaloni was left convinced his side had been robbed.
The Argentina boss complained about the refereeing, saying VAR should have been used in two penalty incidents. He also insisted said his team had heard a whistle in the build-up to Firmino’s goal.
Messi and Sergio Aguero also struck the woodwork for Argentina and afterwards Scaloni said: ‘On merit, the team that should have gone to the final was Argentina.
‘We were superior to Brazil… we showed that this group of players feel the shirt like nobody (else).
‘We leave an image for the future of this national team and a very good way forward.’
Defender Nicolas Tagliafico disagreed, however, claiming his side deserved to go out after failing to take their opportunities on Tuesday night.
‘They were more efficient, we had our chances and could not score,’ he said. ‘We played well for some time, badly for some time.’
On whether he agrees with the Argentine coach, Brazil boss Tite said: ‘It is only human he puts it this way. I can say Brazil played very consistently.’
‘In a big match you cannot dominate all the time,’ he added.