The Marlins did take two of three in the series, but they were unable to win three straight for the first time since July 4-6.
A symbolic moment came in the eighth inning, when the Marlins threatened, but rookie Gorkys Hernandez didn't pick up that Bryan Petersen was being held at third base. Hernandez was tagged out, hurting the potential for a big inning.
"Few opportunities," manager Ozzie Guillen said. "We were one play away from winning the game. The guy runs with his head down, and he gets thrown out at third base -- inning is over.
"That's another checkmark for this season. If we run the bases well, we have a shot to win the game. But we didn't. That's the way we've been playing all year. If it's not one thing, it's the other."
When Petersen struck out to end the ninth inning, Miami capped a frustrating 69-93 first year at Marlins Park.
"It wasn't a great year for all of us, as a whole," slugger Giancarlo Stanton said. "We'll take it for what it's worth and build on it for next year."
New York starter Jeremy Hefner held the Marlins in check over 7 1/3 innings, giving up two runs on five hits with seven strikeouts.
"They were aggressive," Hefner said. "It's the last game of the season, so they were swinging. I left some pitches up and they popped them up. It could have been a lot worse. They were super-aggressive, so I was just trying to pound the zone."
Afterwards, a number of Miami players showed their appreciation to the fans by tossing T-shirts, batting gloves and other items to some of the remaining 27,418 on hand.
"They stuck with us," Stanton said. "They're just as frustrated as we are. It was nice to go out and do that for them."
In their first season at Marlins Park, Miami drew 2,219,444.
Jose Reyes reached a milestone in the loss. In the sixth inning, he stole his 40th base, marking the fifth time he has had at least that many.
Because Tuesday's game went to 11 innings, the Marlins had to reshuffle their rotation. Initially, Gaudin was lined up to start on Wednesday, but he ended up pitching the last inning on Tuesday, and he picked up the win.
With limited options, Koehler was called upon. The right-hander, who was called up in September, did a commendable job, working five innings. But he was victimized by home runs, giving up the blasts to Torres and Hairston.
"I was a starter my whole career in the Minors, so it's what I prepared for," Koehler said. "I prepared for this moment for a while and having thrown out of the bullpen for the last month, it was very exciting to get a chance to do what I've been preparing myself to do."
The Marlins wasted no time getting their first hit off Hefner. Petersen doubled to open the first. It was Miami's lone hit until Donnie Murphy's double in the sixth.
Once Petersen was in scoring position, the Marlins fell into a pattern that has plagued them all season. They struggled to push across the run. Hernandez unsuccessfully attempted a sacrifice bunt, with Petersen getting thrown out at third.
The Mets, meanwhile, relied on the long ball to grab the early lead.
Torres connected on his third homer of the season, a solo shot to right field that gave New York the lead in the third.
In the fourth, Davis doubled, and Hairston's two-run blast to left field made it 3-0.
Davis did some more damage again in the sixth. With one out, he clubbed an opposite-field home run off Gaudin.
The Marlins got on the board in the sixth on Hernandez's RBI single.
In the eighth, Miami chipped back with a second run, with Petersen scoring on a passed ball. But the chance for a bigger inning was erased when Hernandez was caught between second and third on Reyes' single.
On Reyes' single to right, Petersen was held up at third by third-base coach Joe Espada. But Hernandez didn't stop running, and he was hung up between bases and tagged out.
When the season started, the Marlins were thinking playoffs. Instead, they finished up still being hurt by not executing the basics.
"I don't think anybody in baseball thought we were going to go through what we went through, but it is what it is," Guillen said. "You got to take it like a man, keep your head up and think with your brain and see what was wrong and try to fix it. Who cares what was wrong? How about fixing what was wrong. That's the way you get better."