The Milan star says he is devastated at not being able to face Spain in the Confederations Cup semi-final following a strained thigh muscle
The Milan forward was sent home from Brazil on Monday after sustaining a muscle injury which is likely to sideline him for a number of weeks.
And, speaking to Sky Sport Italia, the Rossoneri star expressed his disappointment having missed the chance to enact "revenge" over la Roja following last summer's 4-0 defeat in the final of the European Championship.
"I feel like a loser having to leave this way. I would have liked to have stayed on with my team-mates, but we have the Champions League playoff round with Milan, so I need to recover for that."
His departure means Alberto Gilardino is likely to deputise, and Juventus midfielder Claudio Marchisio believes the introduction of the Bologna forward will compensate for the absence of the 22-year-old.
He told a press conference: "We will miss Mario because he is a great champion.
"He has matured and it has shown in this Confederations Cup.
"Surely he wanted to play a part in this kind of revenge and we are sad that we will not have him, but we do have players like Gilardino who is very experienced so we are not worried."
Meanwhile, Marchisio, who has featured in all three of his country's games in the competition, believes the Azzurri will go into the clash hopeful of staging an upset after holding the world champions to a 1-1 draw in the Group C curtain-raiser of last summer's European Championship.
"We have to be as good as we were when we faced them in our first game of the European Championship," he added.
"We made it difficult for the world champions so we will not take to the field thinking we have already been beaten on Thursday.
"Spain are the best and they have proved that by winning everything possible, but we happily matched them at times last year and we proved that."
The clash is scheduled to kick off at 21:00 CET.