Neymar has shared messages he exchanged with Brazil team-mates following their quarter-final exit from the World Cup "to show how much we wanted [to win the World Cup] and how united we were".
At the weekend, the forward said he was "psychologically destroyed" by the loss.
However, following the defeat by Croatia on penalties, Brazilian media has suggested the team were not united.
Neymar was set to take Brazil's fifth penalty, but misses by Rodrygo and Marquinhos meant their fate was already sealed and he never stepped up.
The 30-year-old has subsequently revealed via Instagram that he sent messages of consolation to both players, as well as to veteran defender Thiago Silva.
"I'm dropping by to say that I am your fan," he told Marquinhos in one message. "One penalty will not change what I think about you. I am with you forever, and you know it. Love you."
Marquinhos, 28, who plays alongside Neymar at Paris St-Germain, replied to say: "I really wanted it all to have worked out - it's dreadful to think that penalty was an obstacle in our dream! But let's go, we need to be strong, give time some time, and see what football has in store for us."
He added: "Only we know what we went through to be here, what we went through those days over there, that's why it really hurts, the weight is big, but God knows what He does. If he gave me this it's because I can endure it and carry on."
Aged 38, it is unlikely Silva will feature in another World Cup. Neymar reached out to the centre-back, saying: "We're gonna have to keep going bro, sadly that's how it is! I wanted a lot to give you this cup. You, me and Dani [Alves] deserved a lot… But God has our purpose and he knows everything."
The Chelsea defender, who spent three seasons at Paris St-Germain alongside Neymar, replied saying: "Brother, It's harder than what I thought originally.
"I'm not holding up. I can't believe we lost! Every hour that I remind myself makes me want to cry a lot…But I will be OK."
At just 21 years old, Rodrygo could play in many more editions, but Neymar shared messages that showed he had consoled the Real Madrid forward after his weak penalty was easily saved by Croatia keeper Dominik Livakovic.
"Brother, I'm here to tell you that you're amazing," Neymar wrote. "The only people who miss penalties are the ones who take them. I already missed a lot in my career and I learned with all of them. But I never gave up, always tried to be better and improve in every way."
Rodrygo replied: "Thanks, my idol. Thank you from the bottom of my heart. Sorry for anything and for delaying your dream as well. I hope you can continue with us, so we can win together."
Neymar has played in three World Cups and equalled Pele's official goalscoring record of 77 in 124 appearances for the Brazil men's team when he put his team ahead against Croatia during extra time.
However, he has yet to reach a World Cup final - and was absent because of injury when Germany thrashed the tournament hosts 7-1 in the 2014 semi-finals. Brazil then exited the competition at the quarter-final stage in 2018.
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