They will face Connacht in Swansea on Saturday evening with their hopes of making the knockout games dead and buried after Ulster picked up a bonus point in their 22-20 defeat at home to Leinster.
Making the situation tougher for Steve Tandy's team to deal with will be the knowledge that had they only held on for victory themselves in Zebre the previous evening they would have been heavily fancied to sneak a place in the top four.
But Jones is adamant the Ospreys remain determined to end the season on a high.
"Nothing changes as to how we prepare for this game and how we treat it," said the Wales second row.
"We are professionals.
"That's not just a word. It has to be an attitude and a behaviour.
"It's the last game of the season and it's important we reward our supporters for sticking with us throughout a difficult year. We want to end the campaign on a high and show them there's a bright future.
"They have been brilliant all year and we owe it to them to go out and perform, regardless of the team not making the play-offs.
"I hope we have a decent turnout regardless of the disappointment. Yes, we wanted to be in the play-offs, but that's rugby, that's sport.
"How you deal with setbacks as an organisation says a lot about you. We have to deal with this disappointment and use it as something to push us forward.
"There's a lot to be optimistic about and a lot of good things happening here. It would be good to see the rugby community coming out to show their support one last time this season before we dust ourselves down and look ahead to next term."
The Ospreys lost 30-27 in Zebre, seeing an 11-point advantage with 13 minutes to play wiped out as they chased the fourth try that would have brought them a bonus point.
"It goes without saying we are bitterly disappointed," said Jones.
"But we aren't going to make excuses, because we don't do that at the Ospreys.
"This is as disappointing, if not more so, than our loss against Glasgow in March."
Despite the Ospreys failing to qualify for the play-offs for the second successive season, Jones has no regrets about his mid-campaign decision to pen a contract extension.
"I made my intention clear by re-signing for the Ospreys," he said.
"There's a lot of hard work being done to build stable foundations for this organisation and allow it to flourish on and off the field in the coming seasons.
"I believe in what we are doing for the long-term good of the Ospreys.
"That is why I stayed. I want the region to achieve its aims."