The Scots were eliminated from the tournament after losing 3-1 to Croatia at Hampden Park on Tuesday.
McGinn told ITV: "Devastated we're not through. Through the whole campaign we didn't get off to the best of starts.
"We came up against an excellent team tonight and they have experience at the major tournaments and they showed that tonight. I feel we didn't do ourselves justice but we created history by coming here to a major tournament."
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