Rafael Marquez believes Mexico paid the price for a poor ending to their Group F campaign with Monday's last-16 defeat to Brazil in Samara.
The 39-year-old, playing in his fifth World Cup, was a surprise starter for El Tri, who went down 2-0 to goals from Neymar and Roberto Firmino as they bowed out at the second-round stage for the seventh finals in succession.
But it could have been a different story for Juan Carlos Osorio's side, who stunned Germany 1-0 in their opening game before moving to the brink of qualification with a 2-1 victory over South Korea.
However, needing just a point to top Group F and set up a more favourable tie with Switzerland, Mexico were thumped 3-0 by Sweden, who pipped them to first place as a result.
"We could have reached the first spot in the group stages so we could have avoided Brazil," Marquez lamented afterwards.
"This is one of the most important points that we must learn from for future occasions, don't leave things undone."
Marquez's team-mate Javier Hernandez, meanwhile, believes Mexico's campaign provides promise of a bright future, despite succumbing to their second-round hoodoo once again.
"I thought we could have been world champions, but we couldn't," he said. "But I have always said that this is a process to something better.
"Anytime, even when the results are good or bad, we are in a process to something better. It will come.
"But it is beautiful the union of all of us Mexicans in spite of all the negative noise, and how important it is to demonstrate that Mexicans can break the limits that some people mention since you are a child."