Southampton captain Jose Fonte was devastated after a 1-0 defeat to FC Midtjylland at MCH Arena on Thursday sent the Saints crashing out of the Europa League.
A goal from Morten Nicolas Rasmussen was enough to send the Danish side through to the group stages after the first leg at St Mary's finished 1-1 last week.
"I feel sorry for the fans, but no-one is more disappointed than us," Fonte told the club's official website. "We worked hard last season to be in the Europa League and to be playing European football, but it didn't happen.
"We have only ourselves to blame. I thought that we had more quality than them – and on a couple of different nights we could have easily beaten them, but the fact is that we didn't so we can only blame ourselves for that."
The Portugal international defender is now worried about recovering confidence for when Norwich City head to St Mary's in the Premier League on Sunday, with the Saints still looking for their first win of the season.
"We need to pick ourselves up," he added. "Obviously it's hard, with this disappointment, to move on, but there's no alternative. It's time to focus completely on getting the three points against Norwich.
"Sunday is a massive game and it's one that we need to take the three points from. We're disappointed, yes, but the world doesn't end tomorrow. On Sunday there is another game and if we don't win it then it's going to be even more difficult."