A Luis Suarez brace condemned the Three Lions to defeat in Sao Paulo, leaving them rooted to the bottom of Group D.
"I don't think anyone let me down, the team down, or the country down," Hodgson told ITV Sport. "We conceded two goals, but didn't concede many other chances at all. I thought we had a lot more possession but they stood firm and we couldn't score.
"We played against a strong side defensively and maybe they restricted spaces a bit better. Everyone tried very hard and the mood is very low. It is hard to know what to say."
England must beat Costa Rica in their final game to stand any chance of progressing to the last 16.