Denmark had come into the tournament on a high after getting to the semi-finals of last year’s European Championship and beating world champions France home and away in the Nations League.
But they slumped out of tournament in humiliating fashion, finishing bottom of Group D with just one point and a single goal scored after Mathew Leckie fired Australia into the last 16.
“We didn’t deliver as a team, massively disappointed but that’s part of football, we were flying very high in the Euro, now we’re pretty far down,” said captain Kjær, who sat out of Wednesday’s match injured.
“We will have to take all the beatings and that’s right, we need to take everything. We’re an amazing team, still with a lot of quality and we have to learn from this.”
Denmark were one of the country’s most heavily involved in the rainbow-themed captain’s armband controversy which dominated the early stages of the World Cup.
But Kjær said that his team had been “mentally in a good place” despite the off-field row over LGBTQ rights in Qatar which dominated the early stages of the tournament.
“I saw fire in the boys’ eyes before we went out so there was a strong belief that we could turn this around,” said Kjær.
“We were just missing a bit, we were not able to put it out there today and that is probably the picture of our World Cup. But my mindset about the quality of the team hasn’t changed.
“We’re still a fantastic team and we still have a lot of quality. This is not our standard but I’m a very big fan of the team, so you win as a team and you lose as a team.”
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