The Dutch went to Poland and Ukraine among the favourites to lift the trophy but failed to pick up a point in Group B, losing to Denmark, Germany and Portugal.
Bayern Munich star Robben told Voetbal International: "Of course there were some internal issues but we will keep them indoors.
"But believe me we tried everything, it's just not worked."
While Dutch fans were quick to search for a scapegoat, Robben insisted it was a collective failure.
"The hunger in the team is there," he added, "but we failed together. And I mean the technical staff, the players, the whole team.
"This is the harsh reality of the sporting world. We must all, therefore, look in the mirror."