The Paris St Germain player came to Russia as one of the potential leading lights but he did not live up to his own high standards and left saying the 2-1 quarter-final defeat was the low point of his footballing life.
"I can tell you this is the saddest moment of my career, the pain is huge because we know that we could have gone far, we knew that we had what it takes to go further, to make history... but it wasn't to be this time," Neymar said on Instagram.
"It is hard to find the strength to want to return to play football again but I am sure that God will give me strength to face whatever is in front of me," he added.
"Very happy to be part of this team, I am proud of everyone, they interrupted our dream but they did not remove it from our head nor from our hearts."
Brazil were knocked out in an enthralling end-to-end encounter in Kazan on Friday that ended their chances of winning the World Cup for a record sixth time.
Neymar will arrive back in Brazil on Sunday morning for a holiday before returning to Paris for the French league season.
(Reporting by Andrew Downie; Editing by Christian Radnedge)
