The three-time World Cup finalist was asked to leave after he attempted to console his compatriots following their shock defeat against Germany.
The two-time World Cup winner - who made 142 appearances for Brazil during his active career - visited his compatriots after their humbling defeat in an attempt to console them, yet was unceremoniously told to leave by CBF president Jose Maria Marin.
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"President Marin said he didn't want any strangers in the dressing room," Cafu told ESPN. "I told him I'm no stranger. I was only there to embrace the boys, to give them some comfort. I didn't want to talk about anything else. I was only there because the boys needed support, that's why I came to the dressing room.
"I was surprised that I was practically expelled from the dressing room. Humbly, I left the changing room. I endured a similar thing back in 1998 and I know what a World Cup defeat feels like. I knew the boys needed some attention and needed to be comforted at that moment. I wasn't there for self promotion, I don't need this kind of thing. I went to give a hug to Felipao and [Carlos Alberto] Parreira."
Brazil will meet either Netherlands or Argentina in the third-place playoff in Brasilia on Saturday.