"None of the guys in the change room are panicking, the support staff is not feeling down after this defeat," the 30-year-old said after their defeat in the Delhi decider.
"Because we know the things that we were wanting to do in these last three games, purely because now it's only the World Cup after this..."
One of them was to find a reliable batsman at number four after several candidates fluffed their audition.
Ambati Rayudu scored 13, 18 and two at that position in the first three matches, while Rishabh Pant managed 16 in the fifth.
Kohli himself flirted with the position in Mohali where he managed seven - his lowest of the series - and will return to his usual number three where he has been most effective.
"The idea was to give the guys on the bench and the fringe guys a bit of game time as well and just put them in those positions and see how they react," he said.
"And you couldn't have tried that anywhere else apart from those three games. That is not an excuse at all because whoever is selected for India is supposed to deliver."
India will also be fretting on the second wicketkeeper's slot after Pant's patchy glovework in the last two matches when Mahendra Singh Dhoni was rested.
Kohli said the team had finalised their World Cup combination, which would not be much different from the 11 players who played at Feroz Shah Kotla.
"We are sorted combination wise. We know our playing XI going into the World Cup," he said.
"There will be one change maybe, based on condition... We know where we are heading. We are clear about our playing XI."
To get the best out of them, the players have been asked to take it easy in this year's Indian Premier League which begins on March 23.
"We told the players 'go and enjoy these two months in IPL, don't think of performance pressure or 'I have to do this or that'," said India's batting mainstay.
"We've given the responsibility to the player to be smart, to inform the management of the franchise and be in touch with Patrick (Farhart), our physio.
"Not to say we won't be committed to the IPL, but we've got to be smart... No one will be forced to do something. Eventually, everyone will know no one wants to miss the bus to the World Cup and cost the team good balance."
(Reporting by Amlan Chakraborty in New Delhi; editing by Sudipto Ganguly) ((email@example.com; +91 11 3015 8022; Reuters Messaging: firstname.lastname@example.org: Twitter: @Amlan_Reuters))