Italy defender, Giorgio Chiellini said he his proud of his team mates performance after the shock World Cup play-off failure to North Macedonia.
The European champions will miss their second World Cup in a row after also failing to qualify for Russia 2018.
Aleksandar Trajkovski fired an injury-time winner to break Italian hearts in Palermo.
“A great void will remain within us,” said Juventus defender Chiellini.
“We didn’t concede anything tonight apart from the goal. We created plenty of chances, but unfortunately we didn’t manage to score. There is a great disappointment. From September to today we have made mistakes and we have paid for them.
“I am proud of a team that has given everything. It is clear that we are destroyed and crushed. We hope that this void will give us the push to start again.”
The result means Italy, who only lost their remarkable 37-game unbeaten run in October, are only the fourth team to win the Euros and then fail to qualify for the next World Cup, following Czechoslovakia, Denmark and Greece.
North Macedonia are now one match-win away from reaching their first ever World Cup.
They face Portugal, who beat Turkey 3-1 in the other semis, on Tuesday.