Nagy, who led the Bears to an NFC North title last year, threw out the first pitch at Wrigley Field before Wednesday's game between the Cincinnati Reds and hometown Chicago Cubs. He joined the Cubs' TV broadcast and said he hopes the team move on from last season.
"We're a young team and we've tried to build this culture and let them understand how important it is that we stay together and that we learn from our mistakes," Nagy said. "Last year it ends up being a loss to Philly at home, and that's not good enough."
Bears kicker Cody Parkey missed a game-winning field goal in the first round of the playoffs. Chicago trailed 16-15 with 10 seconds left when Parkey's kick hit the upright and the crossbar before falling to the ground.
"Our guys are hungry," he added. "We talk about remember the hurt, we talk about don't get complacent."
Nagy was named the AP NFL Coach of the Year last season. Chicago went 12-4 and made the playoffs for the first time since 2010.
Chicago opens its season on Sept. 5 at home against the Green Bay Packers.