England manager Gareth Southgate now has to prepare his side for the consolation of the game for third place on Saturday after his were beaten by Croatia in their World Cup semi-final.
While Croatia now take on France in the final on Sunday in Moscow, England play Belgium - their group opponents on Saturday in St Petersburg.
Belgium won the group match 1-0 when both Southgate and his opposite number, Roberto Martinez, rested most of their preferred starters.
"It's not a game any team wants to play in," Southgate said.
"We have two days to prepare. We will want to give a performance of huge pride.
"Every time we wear the shirt we want to play well and win. It's going to be a really difficult task. We've made such strides with our supporters and public that we want to continue to do that."
In the aftermath of defeat in the Luzhniki Stadium, defender Harry Maguire said it would be hard to recover for the match against Belgium.
"People have different opinions of third and fourth play-off games. I'll keep mine to myself," he said.
"When you get beaten in the semi-final, the hardest thing is to prepare for a next game, especially when it's in two days time.
"It's going to be hard, no doubt about it. I think we really want now to put a performance on and try to give the fans another reason to be proud of us."
Defender Gary Cahill said the players would now be aiming for third place, while midfielder Eric Dier said the team should try to give everything to beat Belgium.
"Every game in the World Cup we should try to prepare as best we can and enjoy it," he said.
"We have to bounce back from this and be ready for Saturday and we'll give everything again and try to win."
Although England were beaten 2-1 after Croatia striker Mario Mandzukic struck an extra-time winner, the players stayed on the pitch long after the final whistle to acknowledge the fans behind the goal who had remained in the stadium, in marked contrast to when England left Euro 2016 in a defeat to Iceland.
"The reaction of the supporters at the end compared to two years ago tells the players that experiences with England can be positive, that the country are very proud of what they've done and the way they've played, and there will in time be lots of positives to take," Southgate said.
"For everybody in our party, I wanted them to create memories that are with them for ever.
"We've all had an incredible experience. For me, that's what sport should be about. You give everything you have, build friendships within your team - in international football you give everything for your country and play in a way that you hope connects with the fans.
"The players have played and conducted themselves in a manner that has absolutely done that. If we've brought joy back home, which I know we have, then that's been worthwhile."
Maguire hailed the support of the England fans and said the players wanted to show their appreciation after the game.
"We didn't want it to end," he said. "We wanted to be celebrating at the end. It's so hard looking at the fans, singing and chanting. It's so hard to take, that we would be out of the World Cup.
"We can feel the friendship we have with the fans as well. The support they showed at the end was incredible.
Henderson said the defeat could not be compared to losing to Iceland two years ago.
"After the game it was a different thing when the fans are staying to the end, supporting the players," he said.
"It's extremely difficult to take, it's devastating. Hopefully when we get back we can look back say it's been a positive experience, a positive World Cup for us and we can learn from it, but at the moment it hurts a lot.