Immobile started the 1-0 defeat to Uruguay.
"The experience remains of playing in such an important competition," Immobile told Sky Sport Italia.
"There is still so much disappointment. Now I will return home to be with my family.
"We all could've given something more and certainly could have done better. We take everything on as valuable experience and will begin again in a great way."
The 'senators' of the squad such as Gigi Buffon and Daniele De Rossi were highly critical of the attitude of younger players.
"Those words must be a lesson, so let's follow their advice and what they tell us."
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