An Abou Baca Camara brace and goals from Simon Feindouno, Hassan Mohammed and Nabil Daoudi gave Dubai a stunning Etisalat Cup win over the Zabeel club.
All five goals came in the final 19 minutes of the game.
"It was very difficult for us, because Dubai played too much attack, and 5-0 is a hard score for us to take in, but we will try to take positives from this loss and learn," Maradona said. "I want to apologise to the Wasl supporters for this defeat. I am very sad.
"We were on the right path with two successive victories, and now we must focus on the Pro League and not look back. I hope that this defeat will not affect the morale of the squad, who must learn lessons from this defeat."
"It was a big defeat and we accept that, and now it's time to move on," Maradona said. "This is but a small bump in the road, ahead of us is a long journey starting next week with the first match of the Pro League season.
"Nothing will deter us from the goal. Each game makes us stronger. The Etisalat Cup was a playground for experimenting with different tactics, formations and starting line-ups in order to uncover our strengths, so that we can use them at full force for the big games. I'd rather we learn from experiences now, rather than [in the Pro League]."
The club's management have come out in support of their coach. "The season is long, and this is just one match," a statement read. "This is just the beginning, and we have full faith in our head coach, who is working hard to develop a strong team that will be true contenders for this year's league title."
Wasl host Sharjah in their opening match of the Pro League on Sunday, and Maradona is likely to have the services of a fourth foreign player before that game. The club have announced their interest in the Australian-Uruguayan striker, Richard Porta, and he is expected to arrive in Dubai within the next two days for a medical.
Porta, whose dual nationality would allow him to play as the Asian foreigner, is on loan at Nacional in Uruguay from the Italian side, Siena.