The Milan striker played the first half of Italy's 1-0 defeat to Uruguay on Tuesday as the Azzurri crashed out of Group D with just three points to their name.
Italy scored only twice in the competition, with Balotelli heading home one against England, but he struggled to live up to expectations in Brazil.
However, the 23-year-old insists he has a "clear conscience" when it comes to his role in Cesare Prandelli's squad and his efforts throughout their campaign.
"I am Mario Balotelli, I'm 23 and I haven't chosen to be Italian," he said via his official Instagram account.
"I've really wanted to be because I was born in Italy and I've always lived in Italy.
"I was really looking forward to this World Cup and I'm saddened, angry and disappointed with myself.
"Perhaps I could have scored against Costa Rica, yes you (the fans) were right but then? What's the problem then?
"I'm not going to bring it down on me just this time because Mario Balotelli has given everything to the national team and has not made a mistake (from a character standpoint).
"So find another excuse somewhere else because Mario Balotelli has a clear conscience and is ready to move on stronger than ever.
"I am proud to have given everything for my country."
The striker, who has Ghanaian heritage, also touched on criticism surrounding his background, adding: "Perhaps, as some of you say, I'm not really Italian.
"The Africans wouldn't have blamed one of their brothers. Never. In this, we black, as you call us, we are light years ahead of you.
"Disgrace is not one that misses a goal or runs less or more. Disgraceful are these things (unfair criticism)."
Meanwhile, Milan CEO Adriano Galliani believes criticism of the striker is unjustified.
"I only have one thing to say: I don't understand why all criticism seems to be focused on Mario Balotelli, the only forward who actually scored a goal, the only one who created chances," Galliani said.
"The others, as far as I'm concerned, didn't do much. It looks like it was only Balotelli who was eliminated, I don't understand.
"I really can't figure out why, so I won't comment any further. I've just noticed that all criticism is against Balotelli. Apparently he's the only football player that is playing for Italy."
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