True, their 4-2 defeat by Italy in a penalty shoot-out after a goalless two hours was tight and insufferably tense.
And you would have to possess a heart of stone not to sympathise with Ashley Young and Ashley Cole who stepped up to take spot-kicks, only to see one hit the woodwork and the other saved. Heartbreak again.
But justice was done. By any measure England were well beaten. Buried in terms of technique. Lacking in terms of quality. Out-thought, out-manoeuvred and out-played yet again when they faced a top nation in the knockout stage.
In fact, the gulf in class was embarrassing at times.
And Italy are no world-beaters. They just happen to have a world-class orchestrator in Andrea Pirlo and a striker of unpredictability and imagination in Mario Balotelli.
Despite squandering a string of chances, it proved enough. Just enough to take Italy into a semi-final against Germany on Thursday.
There were just too many areas where England fell short.
There was an obvious vulnerability in the back four. Italy had clearly targeted John Terry as a weak link and they attempted to play long balls over his shoulder to try to allow Balotelli to exploit his lack of pace.
Three times in the first half Balotelli manoeuvred himself into positions to hurt England but failed to ripple the back of goalkeeper Joe Hart's net.
Compute in Daniele de Rossi's swerving long-range thunderbolt which crashed back off Hart's post, plus a couple of useful Antonio Cassano strikes and Italy edged the first half. England barely had a kick after that.
Why? Mostly because England failed to shackle 33-year-old Pirlo.
He was the reason why Italy dominated possession. He was the man who weaved the magic in midfield. Dictating the pace of attacks. Threading cultured passes.
Much had been made of their togetherness under Roy Hodgson. They dig in. They up the work rate. And that's what kept them in the game.
But let's face it, England have also ridden their luck in this tournament, no more so than just after half-time when De Rossi contrived to miss a sitter from four yards which will haunt him for years to come.
England's problem was the same old, same old. Hard won possession too easily squandered.
Where was the spark? The Three Lions were running on empty and, in truth, were fortunate even to get to penalties.
Of course there is obvious disappointment that England have not progressed past the quarter-final milestone which has been their lot in major championships since Terry Venables took them to the semi-finals of Euro 96.
But, when the shoot-out against Italy is forgotten, Euro 2012 should not be seen as a disappointment. It should be seen as a bridgehead, built by Hodgson, a manager with a few weeks in the job but who has affected a transformation in the England psyche.
Hodgson trusted the players and England's finest repaid him in the group stages with performances of solidity and resolve.
He has brought unity and togetherness, if not imagination and creativity.
It is at least something on which to build for the World Cup.