The South American nation suffered an embarrassing 7-1 loss to Germany and were beaten by the Netherlands in the third-place play-off in front of their home fans.
Dunga, whose side face Turkey and Austria in upcoming friendlies, said his focus since taking over in July had been on ensuring his players had moved on.
"We cannot rewrite the past, it will not change," he said.
"The important thing is to do a good job now. We talked with the players about how we can recover from what happened, to get back the confidence of the fans and play for the pleasure of being in the national team and obviously, to win."
Winning has been a theme for Brazil under Dunga as four straight victories have followed since the World Cup, including not conceding since their loss to the Dutch.
Dunga said players were under pressure to perform for Brazil.
"The colour of our shirt is very strong as is our history within world football, we are five times world champion, so it always weighs a lot," he said.
"Moreover, the fact that great champions have played with this jersey and there are many Brazilian players playing around the world, not only in Europe.
"It means Brazil has a great reputation worldwide, regardless of the outcome."
