The pre-tournament favourites were eliminated on the back of successive 1-0 defeats by Japan and Honduras, before bowing out with a whimper after a 0-0 draw with Morocco, on Wednesday evening.
Milla is coming in for some heavy criticism for the country's early exit but he feels that his troops were desperately unlucky, particularly in front of goal.
"It has been frustrating and maddening, particularly the day of our elimination," the former Real Madrid man told reporters at a press conference on Wednesday.
"On the issue of failing to score a goal, it is rare. We created openings, chances, but when the ball does not want to go in, it won't go in.
"At the very least, we should be talking about having six points and I'm disappointed because we had such high hopes.
"I think we did a good job and maybe we lack a few days of preparation and an extra warm-up game.
"Also, the first game set the tournament up badly for us and then we had our misfortune in front of goal in the next two."
Japan progressed as winners of Group D, on seven points, two clear of Honduras, with Morocco finishing third on two points and Spain propping up the table with a solitary point to their name.
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