A 2-1 loss to Belgium saw Tite's men eliminated in the quarter-finals Friday, four years on from a last-four defeat.
In 2014, World Cup hosts Brazil were crushed 7-1 by Germany, who went on to win the title.
Paulinho, who played in that game in Belo Horizonte, said the loss to Belgium was tougher to take.
"For me, they were both difficult," Paulinho said in a television interview. "A very complicated 2014, but this one is harder."
The midfielder added: "The way we left, we were fighting until the last second, in a match when we were all over them."
Meanwhile, Brazil forward Gabriel Jesus was left to rue a tournament of lost opportunities.
The Manchester City star started all five of his team's games but was unable to get on the scoresheet after netting 13 times in the Premier League this past season.
After the match, he voiced his disappointment over his lack of goals, saying: "It's frustrating.
"I worked a lot. It's hard. You give up a lot of things to get to such a big tournament. Everyone knows it's a dream.
"Right there after the debut, it became an obsession."