Defeat meant Gloucester failed to qualify for the Champions Cup playoffs, with Stade already having booked their place in the knockout matches that will decide the last entrant into next season's tournament.
"The chance to win silverware doesn't come around very often in professional sport", he said on the European Professional Club Rugby website.
An intelligent Laidlaw box kick nearly put full-back Tom Marshall in but he just failed to touch down inside the dead ball line and more sloppiness in the Gloucester midfield allowed Stade to intercept and centre Jonathan Danty hared away to score.
"We really wanted to show that we were solid and we deserved this trophy".
Stade were the only team to show signs of invention in a nervous opening spell but Charlie Sharples initially stopped their most promising break with an excellent tackle and the French side soon knocked on 10 metres out as a constant Edinburgh drizzle made its mark. Gloucester started brightly but finished weakly, blown away by Stade's sharper cutting edge and greater forward firepower.
But Gloucester stunned their opponents in the 14th minute when May intercepted a move down the Parisians' right side and ran nearly 70 metres to go over.
Will Genia's chip through saw Hugh Pyle almost collect the ball close to the posts, it went to ground, but Parisse collected to score.
Stade, with Australia scrum-half Will Genia pulling the strings, enjoyed the better initial field position.
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It was painful viewing for the Gloucester fans but there was some respite when Moriarty burst through to cross in the 79th minute on a rare attack. Plisson missed a long but makeable penalty and Camara couldn't hold a poor pass from Danty as Stade piled on the pressure.
It came against the run of play, May intercepting a loose pass from Stade centre Danty and racing over from 80 metres for a superb score.
Plisson converted and was then taken out late by opposing scrum-half Willi Heinz, who was yellow carded as Gloucester's woes continued.
Laidlaw replaced Heinz at the end of the sin-bin period but Gloucester were making too many errors and were pinned inside their 22.
Scrumhalf Laidlaw, recently called into the British and Irish Lions' squad for their tour of New Zealand, produced a well-judged kick that caused chaos in the Stade defence but Gloucester fullback Tom Marshall just failed to get the touch down before the ball went dead.
'Stade were fantastic, ' said Gloucester hooker Richard Hibbard.
Replacement Morne Steyn converted and the South African added a penalty to put Stade 25-10 up with just five minutes left.
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