The Netherlands center back lamented his side's World Cup exit at the hands of Argentina, during which he missed a penalty kick in the shootout.
The Oranje took Alejandro Sabella's team to penalties after extra time finished with the score locked at 0-0, before the Europeans eventually fell to a 4-2 shootout defeat.
Albiceleste keeper Sergio Romero saved two Dutch penalties, the first being Vlaar's, but the Aston Villa defender insisted that he could be proud of his performance, though conceding it was insignificant compared to the overall result.MORE: Beautiful people in Brazil | USA MVP rankings
"Maybe I played the best game of my life," the 29-year-old told journalists. "I felt really confident. But there's only one thing that matters in sport and that's winning, and that didn't happen."
Louis van Gaal's side was looking to become the first Netherlands side to lift the World Cup but will now have to settle for playing in the third-place playoff against Brazil on Saturday rather than in the showpiece a day later at the Maracana.
"All of the players are really disappointed," Vlaar added. "We really believed from the start of the tournament that we could get something and I'm proud of what we got but it's not enough and we wanted more. We were really close but it wasn't good enough to go through to the final. I believed in us from the start, we all believed in ourselves but it didn't happen. There's only one thing that counts and that's first place."