The 34-year-old also rejected Aaron Ramsey's offer to take a late penalty, but Bellamy admits that he is content with the result.
"It was a good win," he told Sky Sports News. "The penalty at the end would have been nice but 'Rambo' takes all the penalties and in the long run I'm sure he'll score plenty more.
"I know football can have a cruel ending so I'm delighted to have won. I'm also happy I didn't get booked, I was wary of the referee because he wasn't the greatest in the world.
"It's a great honour to play for your country. It's just the greatest thing."
The former Manchester City forward made his debut against Jamaica in 1998 and has since earned 77 caps.