Italy also failed to qualify for the World Cup in Russia in 2018 and Qatar in 2022
Gianluigi Donnarumma says he "cried because of the enormous sadness" of not being able to lead Italy to the 2026 World Cup this summer, following their penalty shootout defeat by Bosnia-Herzegovina.
Italy have now failed to qualify for three successive World Cups, drawing 1-1 on Tuesday before losing their play-off final 4-1 on penalties, having lost Alessandro Bastoni to a first-half red card.
Goalkeeper Donnarumma, 27, made numerous saves in the second half but during the shootout appeared to get into an argument with Bosnia goalkeeper Nikola Vasilj, with reports claiming the Italian captain damaged Vasilj's penalty-takers cheat sheet.
He also had to be held back by his team-mates at full-time after trying to confront the celebrating Bosnia players.
"Last night, after the match, I cried. I cried because of the disappointment of not being able to lead Italy where it deserves to be," Donnarumma wrote on Instagram., external
He failed to save any of the penalties while Italy's Pio Esposito and Bryan Cristante missed theirs.
"I cried because of the enormous sadness I'm feeling, along with the entire Azzurri team, of which I'm proud to be captain, and I know you, fans of our national team, are feeling it too," Donnarumma added.
The Manchester City keeper, who was handed his senior debut in 2016 aged 17, is yet to play at a World Cup and will have to wait until he is at least 31 for his next opportunity.
He was 15 when Italy lost against Uruguay and exited the 2014 World Cup in the group stage.
He wrote it would take "a lot of strength, passion, and conviction" to restore his country "back where it deserves to be".
The former Paris St-Germain and AC Milan keeper added: "Always believe; this is the driving force behind moving forward. Because life knows how to reward those who give their all, without holding back.
"And this is where we must start again. Together. Once again."
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Devastated Italians reckon with 'third apocalypse' of World Cup failure
'Even when you're let down, you always hold out hope'
Since Italy's last appearance in a World Cup knockout game - when they beat France to lift the trophy in 2006 - water has been discovered on Mars, Leicester City won the Premier League, the iPhone was created and Spain star Lamine Yamal, who finished runner-up in last year's Ballon d'Or, was not even born.
Their latest failure to reach international football's premier competition has drawn widespread criticism from fans, journalists and politicians, with calls for Italian Football Federation (FIGC) president Gabriele Gravina to resign.
"It is an unacceptable disgrace. Italian football needs a complete overhaul, starting with the resignation of Gabriele Gravina," the League Party, a member of Prime Minister Giorgia Meloni's coalition, wrote on Instagram.
Italy's sport minister Andrea Abodi has also called for sweeping changes within the FIGC.
"It's clear that Italian football needs to be rebuilt from the ground up and that starts with changes at the top of the FIGC," Abodi said in a statement.
The front page of Italian daily newspaper Corriere della Serra labelled it "the World Cup curse" and stressed the requirement for a rebuilding movement.
Supporters watched the Azzurri in establishments across the country, hoping their third successive World Cup play-off campaign might end differently than the previous two, when they lost against Sweden in 2018 and North Macedonia in 2022.
But they returned home at the end of the night with a familiar sinking feeling.
"It makes no sense. Honestly, I'm shocked," Davide Caldaretta, who watched the game at a city pub, told news agency Reuters.
"[We feel] really upset and disappointed. Even when you're let down, you always hold out hope. And this is the third time in a row," Melanie Cardillo added.
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