The world champions routed Wales 46-6 in Saturday's final Test, Wales' heaviest loss for nine years and their 29th in a row against the All Blacks.
Gatland's side conceded 16 tries in the three Tests, scoring five, but he says they have also benefited.
"We'll take a lot of lessons from what we've learned," he said.
"We need to make sure that we apply that to the next time we're back together.
"It's pretty disappointing. We thought there were a lot of positives out of the first two Tests... but in fairness to the All Blacks I thought they were absolutely outstanding."
Wales, without a win over New Zealand since 1953, were beaten 39-21 in the first Test at Eden Park, before a 36-22 defeat in Wellington.
Steve Hansen's side blew Wales away in scintillating spells in those games, crossing for five tries in each.
Gatland's team also suffered an embarrassing 40-7 defeat against Super Rugby side the Chiefs, who were missing all eight of their current All Blacks.
In Dunedin, Wales could only muster two first-half Dan Biggar penalties as the All Blacks ran in six tries without reply.
It was Wales' heaviest defeat since a 62-5 thrashing by England in 2007.
But asked if his players would be better for the experience, Gatland said: "Yeah, absolutely.
"Obviously they're disappointed, they're pretty gutted.
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"We've got to learn from those experiences, making sure that when we go back that we apply those learnings back into their regions and back when we're together the next time.
"Their back three caused us a lot of problems in terms of their pace and their counter-attacking, so that will be a big work on for us.
"The big thing is that collision dominance at the breakdown, just in terms of that acceleration into the contact area and that for us is a big work on that we need to continue to improve at because that creates that quick ball.
"That was definitely a difference between the two sides tonight and we need to learn from that.
"You can get away with it sometimes in the northern hemisphere because they are not as aggressive there at the breakdown, and the All Blacks were clinical in that area."
Gatland's side have conceded 21 tries in their last four Tests, including the 27-13 defeat by England in May.
But Hansen says Wales should not be judged on their performance in Dunedin, suggesting perhaps some Welsh players were already thinking about returning home as their long season came to a close.
"They go home tomorrow, so maybe some of them were on the plane, I don't know," he said.
"They'll re-group, they're a good team and they're better than that.
"They'll get a decent pre-season hopefully and come back and be a force in the Six Nations.
"It's always a difficult time for Test teams to be playing at the end of their season, particularly in the World Cup year when they don't get a break and they just play right through."
Wales will be better for the experience of their New Zealand tour despite suffering a 3-0 series whitewash, coach Warren Gatland says.