Etuhu's Nigeria were dumped out of the World Cup after their 2-2 draw with South Korea.
"This is definitely worse. This is my country, and my country is everything to me, but the World Cup is finished for us now," he said.
"It hurts. Everybody is down and there were a lot of people crying in the dressing room. We are a great nation with 150 million people behind us but we are out of the World Cup."