After a 0-0 draw in last week's first leg at the Liberty Stadium, the Welsh outfit fell to a 3-1 defeat at Stadio San Paolo on Thursday.
De Guzman cancelled out Lorenzo Insigne's early opener before half-time, but late strikes from Gonzalo Higuain and Gokhan Inler ensured Rafael Benitez's men would progress to the last 16.
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"Everyone is gutted," De Guzman told the club's official website. "We came here with great confidence I think we showed that on the pitch.
"We could have gone through to the next round but Napoli did well in the final part of the game and put us under a lot of pressure.
"We played a lot of good football in the first leg, and we did the same here. After they scored the first goal we came back into it, played our stuff and got the goal - it's just very unlucky that we haven't gone through.
"We were dominating the game more or less, but if you don't take your chances you won't win the game. Looking back at both games we could have scored a few goals."
Team-mate Ben Davies believes Swansea can take pride from their maiden European campaign, despite falling to defeat in Naples.
"It has been an enjoyable experience, and a tough one too given the fixtures we have had," he added. "But this may happen once in a lifetime for some of us so it's a great experience and something we will always remember.
"It is disappointing in the end, but looking back we have to be very, very proud of our performances."