Elimination must lead to self-evaluation...
The English were hammered 4-1 by the Germans, putting a miserable seal on a shabby campaign, and Heskey admits that the answers to the team's problems may well be hard to find.
"We are disappointed to go out before the quarter-finals but it is back to the drawing board," the Aston Villa striker told reporters.
"We have come up against a very strong German side but we have got to go back and re-evaluate things.
"We have to look at certain stuff.
"But you can't blame the season in England for what happened. Germany played a long, hard season as well so you can't really use that as an excuse.
"The German league is just as tough as ours, even tougher some might say."
Frank Lampard's disallowed goal has been pinpointed by some as a turning point in the match but Heskey thinks the issues run deeper than merely that one incident.
"The lads are gutted, everyone is gutted, what can I say?" he added.
"It is difficult to say what would have happened if Frank's shot had been allowed. It is ifs and buts.
"But you've just got to get on with it and they were a strong side. It is a good side we played against.
"We knew they were going to be strong but they did surprise us a bit."