The German saw his side bow out of the competition with a 4-1 defeat to hosts and Group A rivals Brazil in Brasilia on Monday.
That reverse ensured Cameroon ended the group stage having scored only once and conceded nine times.
Finke did not mask his disappointment at a failure to progress from a group that also included Mexico and Croatia.
However, he refused to entertain suggestions he would leave his role, instead suggesting he will focus on qualifying for next year's Africa Cup of Nations.
"I have my contract and am doing my job. Those are the essential things," AFP quotes Finke as saying.
"Cameroon have missed the last two Nations Cups. We qualified for the World Cup and now we are disappointed because we were unable to win a match.
"It doesn't feel good but now we need to focus on qualifying for Morocco in 2015."
Finke has been in charge of Cameroon since May 2013 - his first role in international management.
