Chris Paul was two wins away from winning his first NBA championship after the Phoenix Suns took an early 2-0 series lead. Unfortunately, Phoenix was unable to close out the Milwaukee Bucks, who mounted a comeback to win the series and the title on Tuesday.

The Suns became just the fifth team in Finals history to lose after starting the series up 2-0. Paul became the first player in league history to lose four playoff series in which his team held a 2-0 lead.

“It will take a while to process this or whatnot, but it’s the same mentality,” Paul said after the Bucks’ 105-98 series clincher. “Get back to work. I ain’t retiring if that’s what you’re asking. That’s out. So, back to work.”

The 36-year-old All-Star finished Game 6 with 26 points and five assists on 11-for-19 shooting, keeping the Suns close in the game. The Suns were within four points with 1:14 remaining, but it wasn’t enough to force a Game 7 back in Phoenix.

“Right now, you’re just trying to figure out what you could have done more,” Paul said. “It’s tough. Great group of guys, a hell of a season, but this one is going to hurt for a while.”

Paul has a player option worth $44.2 million for next season, and many contending teams have an interest in him. But he didn’t give any indication that he will leave the young Suns’ team.

“Everybody in that locker room knows we had enough, but it wasn’t enough,” Paul said. “So, we got to figure it out. I think for me, I just look at myself and figure out how can I get better, what I could have done more, and make sure I come back next season ready to do it again.”

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