Five-time champion Brazil lost to Belgium 2-1 on Friday in Kazan, Russia.
Supporters chanted and cheered the players on as they got off the airplane and appeared in the airport lounge. Players Casemiro and Philippe Coutinho stopped to greet some of the supporters and take pictures with them.
Neymar, regarded as one of the most talented players on the Brazilian side, was not seen in the disembarkation area.
Brazil's coach, Tite, who was invited to keep managing the Brazilian team even after its World Cup defeat, thanked the fans for their warm welcome.
“I would like to reciprocate this warmth by saying thank you from my heart,” the coach said in brief comments after arriving.
Tite said he felt terrible bitterness after they were knocked out on Friday.
The defeat was Tite's first in a competitive match since he took over in mid-2016 and only his second defeat overall. It was also the first time his side had allowed two goals in a game after conceding only six in their previous 25 matches.
(This story has been refiled to say greeting "their" arrival, not "the club's' arrival in first paragraph.)
(Reporting by Rodrigo Viga Gaier and; Ana Mano; Editing by James Dalgleish)