The Young Lions finished bottom of Group A after defeats to Italy, Norway and Israel, without scoring a single goal from open play, prompting criticism for the 51-year-old, but the Spurs youngster believes that they let their boss down with their "embarrassing" performances.
"Have we let him down? Definitely," Rose told reporters. "He has put his trust in a lot of players, especially me. We don't know if [Tuesday] was his last game, so to not win or get a point is a real let-down for him.
|8/11||England are 8/11 with Coral to remain unbeaten for the rest of their World Cup 2014 qualifiers
"I know the players have been getting stick but I would like to think that we are all in it together. We were when we were winning, so we should all be together when we are losing.
"It is very disappointing and embarrassing, really. It is hard to put a finger on what has happened. The preparation was second to none. The manager makes sure that is always the way, whether it is a qualifier or a friendly. I can't fault the preparation and I can't fault the manager. It is just hard to put a finger on but there is no excuse for not winning a game."
The 22-year-old also hinted at a cultural over-expectation suffered by both the senior England players and the Under-21s – despite the national team not winning an international tournament since 1966.
"I don't know why people automatically expect England to be contending for these competitions and winning them," Rose observed.
"We last won the World Cup in 1966, so I don't know why people but this expectation on England at all. I think the expectation should drop a bit."