The Real Madrid player believes his team gave a good account of themselves overall, but a lack of confidence prevented them from reaching the knockout stages
Luka Modric has cited a "lack of belief" as the reason for Croatia's early exit from the World Cup.
An opening game defeat to hosts Brazil immediately put Niko Kovac's men on the back foot and, although they responded with a 4-0 win over Cameroon, they were unable to overcome Mexico to secure a place in the last-16.
Expectations within the squad had been high ahead of the finals but Mexico beat Niko Kovac's men 3-1 to claim the runners-up place in Group A and send Croatia home.
"We are disappointed, but what can we do?" Modric said. "Of course we were expecting to go to the next round.
"You have to have belief in yourself to go far [in a tournament], but we didn't show that on the pitch.
"I think we looked good in the first game against Brazil and in the second game [against Cameroon]. We had some good periods [against Mexico] but we weren't good enough."
Brazil and Mexico progressed from the group, with Croatia finishing in third spot.