The Chelsea defender says his Roja teammates felt violated after their possessions were stolen in Recife but are keen to put it behind them.
A selection of players from the Spanish national side, not currently known, had their possessions raided while they were away from the team hotel, with wallets and personal items among the stolen items.
"It is something that happened, unfortunately. We hope whoever has to take security measures deals with it," Azpilicueta told Goal. "We put our trust in the security, so it is bad when this kind of thing happens. But we can put it behind us. Now they need to be aware so it doesn't happen next year [when Brazil host the World Cup].
"Of course the lads were upset, some of them had their wallets taken. They felt as though their privacy had been violated, so they are right to be upset."
Spain triumphed 10-0 against Tahiti on Thursday, with Chelsea striker Fernando Torres scoring four goals, and Azpilicueta could not speak highly enough of the venue or his team's performance.
"The Maracana is an outstanding venue. Every player dreams of playing here, as I was able to do today. It was a dream come true for me," the Chelsea fullback said. "The fans were phenomenal. They came here to watch a good match, and that is what they got. We noticed a lot of them were cheering for Tahiti, but they came to the stadium to see a football match, I believe, and both teams played with the utmost respect to each other, and had a good time today."
The final score was the most lopsided defeat in a FIFA senior competition, but Azpilicueta insists that Spain was not looking to set any marks in the victory.
"We weren't looking to break any record," Azpilicueta said. "We came to the match wanting to perform well, and to do the best we could. The players who were selected today didn't play in the first match, so we were hunger to play.
"Yes, the final score is a record at this moment, and I think it's very good. To achieve something like this at this venue is something memorable."