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Goalkeeper Dean Henderson said after England Under-21s' early exit from Euro 2019: "We let the country down."
The Young Lions were dumped out of the competition after Friday's 4-2 defeat to Romania in Cesena left them with no chance of qualifying from Group C.
England conceded four times during a lively finish where all six goals came in the final 14 minutes.
Henderson said: "Whoever goes on to win the tournament we know we can beat them as well. It is a shame.
"We have let ourselves down. We have let the country down."
Boss Aidy Boothroyd insisted he would not walk away after the defeat, which followed Tuesday's late 2-1 defeat to France, and Manchester United's Henderson was unable to defend England's performance in Italy.
"We know exactly what went wrong. It is tough to take," said the 22-year-old.
"Adapting to little things like VAR, it is tough. But it is tough for everyone. No excuses. We have to dust ourselves down and we go again.
"It is a shame because we said in the team huddle that for some of us it will be the last opportunity to play in a major tournament for England.
"With the group of players we have really under-achieved. We wanted to come here and win this tournament."
Boothroyd controversially dropped Phil Foden and England struggled even when the Manchester City man replaced the injured Ryan Sessegnon midway through the second half.
George Puscas' penalty opener beat Henderson to kick-start a memorable finale.
Demarai Gray levelled but Ianis Hagi, son of Romania great Gheorghe, restored Romania's lead – only for Tammy Abraham to make it 2-2 a minute later.
Henderson then allowed Florinel Coman's 30-yard effort to slip through his fingers in the 89th minute before the midfielder's stunning half-volley made it 4-2 to Romania.
Henderson added: "Individual errors have cost us the game. The game was out of sight by then anyway. We need to put our chances away. We know that. We can't be conceding six goals in two games.
"That's embarrassing really. That's from a goalkeeper's point of view, it is embarrassing. I am not used to it. I need to have a look at myself."
