The former England captain, a close friend and former Manchester United team-mate of Neville, failed to get one of the three over-age places in the squad.
"We live in a man's world. You have to front up when you get disappointments," Neville said in the Daily Star.
"The manager has to select the squad he wants - and he didn't want David in. A manager has to make tough decisions. You have to respect that."