While the Three Lions headed to Brazil more in hope than expectation, the fact their elimination was confirmed before many teams had played their second match rankles.
They head into their final match against surprise package Costa Rica on Tuesday with nothing but pride to play for after 2-1 defeats to Italy and Uruguay snuffed out their hopes of reaching the knockout stages. It is the first time England have failed to get out of the group since 1958 and has inevitably led to scrutiny about Hodgson's position at the helm.
The FA instantly attempted to nip such talk in the bud by announcing it wanted him to stay on before the team's fate was sealed, and Rooney has echoed that support.
"He has put a great enthusiasm in the team, a great set of young players, exciting players in place," the forward said. "Make no doubt about it, Roy is the man to take us forward. We appreciate what he has done for us.
"He has changed the way we have played over the last couple of years. I know results have been disappointing in the last two games, but as a team we can feel we are getting better. I feel with the young lads in the squad, this will help them and hopefully in the future this will make us a better team."
Rooney was speaking at England's Urca training base in Rio de Janeiro, which they will leave behind tomorrow when they head to Belo Horizonte for the Costa Rica match. They will jet straight back to the UK after the Group D finale and Rooney knows they must return on the back of a victory.
"Obviously we are hurting," he said. "We are really disappointed to be out of the tournament. I am sure you can imagine it will be a long few days for us, but we have to pick ourselves up for Tuesday.
"We will go out fighting, show our pride. But overall we are disappointed and you know it is not a great feeling to go out of the tournament after two games so we want to try and restore some of our pride."
Rooney was peppered with questions as England's failure was picked apart, varying from his role in the team's attack to why Costa Rica have succeeded.
The 28-year-old spoke well at a packed press conference and only snapped once when asked whether this or missing out on the Champions League with Manchester United hurt more.
"I don't think that's a fair question," was the curt reply. "It's two completely different things."
Another question he was unwilling to answer was how he would react if offered the England armband if, as expected, captain Steven Gerrard retires from international football after Tuesday.
"Steven is our captain and until anything changes I can't really answer the question," Rooney said.
"Steven is a fantastic player, a fantastic leader, and he has been for many years and we respect him 100%. He is a great leader for us."
If Rooney does become captain, it will heighten the already enormous pressure on him to lead England to success. Like so many times before, the Manchester United forward has dominated the headlines throughout the tournament but never felt under too much pressure.
"No, I think it's only right, there should be pressure, you're playing for your country," Rooney said. "Not just for me but the whole team, we are representing England so we have to try and do ourselves, our country, our fans proud.
"We have gone out of the competition, but it's not through the lack of trying. We didn't succeed, so we move forward. We have some positives coming out of the tournament and hopefully the young players can benefit from it.
"We have to get on with it. It's football, it happens. On Tuesday night we try to win the game, then we go home and we look at things we can do better and try to improve for the next tournament."