Asian champions Japan were tipped to do well in Group C, but failed to win a match, with one draw and two defeats seeing them finish bottom.
Coach Alberto Zaccheroni has resigned as a result and Japan will rue their failure to hold onto the lead in their 2-1 defeat to the Ivory Coast in their first match of the tournament.
Hasebe feels responsible for Japan's exit, but is also proud of his side's efforts.
"In the football world, it's all about results," Hasebe told FIFA's official website.
"After four years of effort, we could not achieve positive results in the end.
"I feel responsible as the captain.
"I am proud of everyone in our team, not only including the players but also the coaching staff and of course, the manager.
"But, in the end, we could not get through the group stage.
"So I feel very sorry for all the supporters... in terms of the whole group stage in this World Cup, it was disappointing."
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