"I feel like we did amazing, but you want to win," the actress, 60, told reporters after placing second on Tuesday's finale. "We didn't win, so I can't say we didn't have any sadness."
But Alley – who admits "there was a long way to go" to get to the finale – says, "I wish we would have won, but when I look at what evolved from the first day to now, it's extraordinary."
In fact, the whole experience has changed the way she foresees the future.
"It sort of gave me a new view of what I wanted to do in my life," Alley told PEOPLE. "It made me see that I can work really hard for what I want. I guess at the end of the day, the sweetness would be the ultimate win. But like I said, [Maksim Chmerkovskiy] didn't get a 20-year-old girl [as his partner]."