It's not as succinct as 'Just kidding,' but I think that what Plautus uses at Amphitruo 919–920 has a nice ring to it:
si quid dictum est per iocum,
non aequom est id te serio praevortier.
If anything has been said in jest, it isn't fair for you to take it seriously.
Obviously, te could be changed to vos to suit the audience. Or you could shorten the whole thing to dictum (est) per iocum.
Alternatively, you can just say lusi. An example of this use of ludere is found in letter 1.11 of Pliny the Younger. After complaining that he hasn't received any letters from Fabius Justus for quite a while, Pliny asks that he write just to tell him that he has nothing to say, or even that he write simply si vales, bene est; ego valeo, which was traditionally used as the mere opening to letters. He then says, ludere me putas? serio peto, 'Do you think I'm joking? I'm asking in all seriousness.'
Update: Another possibility, also less succinct than the original English, is an adaptation of Pliny's whole ludere me putas? serio peto statement, producing something like serio dicere me puta(ti)s? ludo, or serio dixisse me puta(ti)s? lusi. For serio dicere, see, for example, Plautus, Epidicus 31:
[EPIDICUS] serione dicis tu? [THESPRIO] serio, inquam: hostes habent.
Epidicus: Are you speaking in earnest?
Thesprio: In earnest, I say: the enemy has them [the arms of Stratippocles].
And of course, this passage opens up further possibilities, such as haud serio dixi – you could even throw in an edepol or mehercle for good measure.