Dutch coach Louis van Gaal asked two players to go first before settling for Vlaar, whose penalty was saved as the Netherlands suffered a 4-2 penalty shootout loss in their FIFA World Cup semi-final against Argentina on Wednesday.
Vlaar, who performed well during the 0-0 draw, understood the pressure he was under, only to shoot too straight and have his spot-kick kept out by Sergio Romero.
"I would never walk away from my responsibility. I wasn't nervous, I was focused, but it must go in and it didn't," he said.
"We didn't get that many chances (during the game). We could have created more chances, but we didn't. We didn't get the chance to score and that's a shame."
The Dutch scored four penalties in their shootout win over Costa Rica in the quarter-finals, while substitute goalkeeper Tim Krul was a hero with two saves.
Van Gaal said he wanted to bring on Krul again but ran out of substitutions, while number one goalkeeper Jasper Cillessen failed to stop one of Argentina's four shots.
"We took those penalties in an incredible way against Costa Rica," Van Gaal said.
"But the issue is you score the first one and I asked two players to take the first ball before ending up with Vlaar.
"I thought he was the best player on the pitch so should have a lot of confidence. It just goes to show it's not easy scoring in a penalty shootout."
Netherlands midfielder Wesley Sneijder, the other player to have his penalty saved, said he disliked shootouts.
"I have to take part of the responsibility. It can sometimes go wrong. I hate shootouts so much," he told NOS.
As for hero Romero, he said there were would be celebrations before his team's attentions turn to Sunday's final against Germany.
He said: "We are celebrating along with our people and I am so happy. I dedicate this victory to my family."
