Coach Francisco Neto lamented a "huge opportunity" missed after his Portugal side came within a post of beating the United States on Tuesday and knocking the holders out of the Women's World Cup.
Vlatko Andonovski's USA, the pre-tournament favourites, held on for a goalless draw in Auckland that took them through to the last 16 – and ended Portugal's hopes on their World Cup debut.
Portugal, who are ranked 21st in the world, almost snatched a sensational victory in stoppage time when Ana Capeta hit the post.
A Portugal win would have taken them through from Group E at the expense of the holders and top-ranked United States.
"I think it was our best game in the World Cup," said Neto, who has been in charge since 2014.
"I will be honest with you, when Ana hit the ball I was thinking it would be a goal and about what Vlatko would do and what I would have to do to stop him.
"I swear, I truly believed it was going to be a goal."
He added: "I told the girls I was very proud. Of course, they are very sad because we have huge expectation on ourselves.
"They felt that we were probably going to be the first team in the world that would eliminate the US in this stage.
"It was a huge opportunity for us but unfortunately we go home tomorrow."
Portugal reached their first Women's World Cup only after they came through a play-off against Cameroon.
They lost 1-0 to the Netherlands in their opening match at the tournament and followed that by beating Vietnam 2-0.
They go out with four points on the board and just one goal conceded in three games.
It has been a marked improvement on their performance at the European Championship in England a year ago, when they finished bottom of their group with one point and conceded 10 goals.
They had already given an indication of their potential in the run-up to the World Cup when they held England to a goalless draw away in a friendly.
"I don't think that the US played poorly," Neto added.
"The US is an amazing team with an amazing coach. The pressure is big, I understand that, but today we had a big Portugal.
"What this World Cup shows now is that the women's game is growing a lot and because of that you have these kind of results that nobody believed would happen before the tournament."
