The 23-year-old was named in an initial party for the Wembley encounter, but missed the cut when the final 23-man squad was named and could only look on as England won 2-1.
Downing had been a regular in Steve McClaren's plans, but was left out with no explanation forthcoming from the Italian coach.
Downing told Setanta Sports: "That was probably the disappointing thing, being left out.
"Any excuse he had given me, I would have taken on the chin and moved on, but to be left out when I have been in the squad for two years with no explanation, it is hard to take, a little bit.
"I have said before there's no point in moaning about it, the only thing I can do is keep playing well and make him not leave me out."