The Socceroos skipper was crushed by their group stage exit, confirmed by a 2-0 loss to Peru in Sochi.

Coupled with a first-up loss to France and draw with Denmark, Bert van Marwijk's side leaves Russia with a solitary point.

"It wasn't through a lack of effort or trying. The opportunities were there. They just wouldn't go in for us," Jedinak said.

In the big moments, lady luck certainly seemed to desert Australia.

Against France, Josh Risdon's tackle was controversially overturned after a video review, allowing Antoine Griezmann to score a go-ahead penalty.

Paul Pogba then unintentionally toe-poked a winner with a healthy deflection off Aziz Behich.

On Tuesday, the Socceroos had further cause to feel hard done by.

Paolo Guerrero may have been offside in the lead-up for Peru's opener, which Andre Carrillo crashed through legs into the net.

Guerrero's second relied on two deflections, off Jedinak in the build-up and then off Mark Milligan.

"I couldn't have done anything else," Milligan said.

"I don't think at any stage during this tournament we were dominated by another team.

"In football you don't always get what you deserve."

Of course, there are counter-points - not least of all that Australia didn't score a goal from open play in 270 minutes.

In any case, Jedinak struggled to put into words his feelings after the Socceroos' third consecutive group stage elimination, all of which he's personally experienced.

"Empty. Disappointed," he said.

"I'm still extremely proud though of the group of boys and the team effort.

"Not only to get to this point but obviously the journey throughout ... it's been a journey from three or four years ago.

"The fact we're disappointed shows how far we've come.

"We played a certain way, stayed true to ourselves, we did what we were told to do and we had that togetherness as we've always shown."

Jedinak, who like Milligan will consider his international future as new coach Graham Arnold takes the helm, said the Socceroos could draw strength from their displays in Russia.

"It's disappointing to bow out and not be able to get that breakthrough which we felt we deserved," he said.

"But that's life.

"We have to use that and feel that disappointment and use it to fuel us going forward."

Australian Associated Press