Misty May-Treanor: Three-Peat Gold Is 'Bittersweet'

History was made Wednesday when Misty May-Treanor and Kerri Walsh Jennings won their third consecutive Olympic gold in the women's beach volleyball finals.

"Winning the first gold medal, we were young, sweet, we did it. Winning back-to-back medals is very difficult. To go for a three-peat – I don't know if you could write the script the way it turned out. But we believed," May-Treanor told PEOPLE Wednesday.

May-Treanor, 35, and Walsh Jennings, 33, defeated fellow Team USA athletes Jen Kessy and April Ross in the all-American final.

But even May-Treanor and Walsh Jennings's opponents couldn't help but feel elated for the team who helped pioneer women's beach volleyball.

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"They are the best team of all time, and it doesn't seem too bad to be second to them right now," said Ross, 30. "We're happy for them."

Added Kessy, 35, "Kerri and Misty, hats off to them. They played unbelievable, they were tough to stop and we're really proud."

The final match marks first time since 1996 – when beach volleyball made its Olympic debut – that two teams from the same country competed for the gold.

"April and Jen, they fought hard. Of course there can only be one winner, but for us to meet them in the gold medal match, it says a lot about our sport, a lot about the teams up here. I'm happy about the four of us sharing this moment," said May-Treanor.

After May-Treanor and Walsh Jennings – who have played together for 11 years – extended their Olympic winning streak to 21 consecutive games, the duo reflected on their time together.

"I'm just proud to finish the journey with Misty how we finished it. It's been 11 years of really fun and crazy times. She's the best there ever has been," Walsh Jennings said. "We're so close and connected. Our competitive journey is done, that's a big deal. That crushes me a little bit. But the next stage is going to be fun. We're going to get to be girlfriends. … It makes it really bittersweet."

Although she's retiring form the sport that made her an Olympian, volleyball will always be a part of May-Treanor's life.

"Beach volleyball is not going to be my career anymore," she said. "It's time for me to be a wife. I want to be a mom and share time with my family. My mind says it's time and my body says it's time, and it's the right time. I'm not going to leave this sport. It's time for me to help the next generation."