Goals from Kevin Thornton and Ben Tozer rendered Nile Cowperthwaite's late goal irrelevant as the Cobblers claimed all three points.
Lillis said: "We are all really disappointed to finish with another defeat. We wanted to give the fans something to shout about on the last day but it wasn't to be.
"We had a lot of possession but didn't really test their goalkeeper enough which is pretty much the story of the season.
"It hasn't been a good season and we know that. We will reflect and review it and make sure we come back stronger next year.
"We have had a great run of success at this club and made great strides in the past four or five years and we haven't matched that this year for various reasons."
Source: PA
Source: PA