"We don't have someone in the team like (Italy midfielder) Pirlo -- it is a great disadvantage for the team. The team can only play with the possibilities they have," Shevchenko told reporters after the 3-0 quarter-final defeat.
Pirlo and Shevchenko were a key combination for AC Milan before the Ukrainian's recent 30 million pound ($54 million) move to English champions Chelsea.
Shevchenko, who hit two goals in Ukraine's passage to the last eight in Germany, said he had
"I know that maybe there are inadequacies but the team has a great heart and that's the main thing," he said.
Ukraine went into the match saying they had already achieved their pre-tournament aim of qualifying from the group stage and so go home with their heads held high.
With Ukraine eliminated, Shevchenko -- who won many hearts during his time in Milan -- had no doubts about who he would be supporting to win the World Cup.
"I'm rooting for Italy now," he said.
(Additional reporting by Iain Rogers)
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