Tottenham Hotspur man Dier told Sky Sports News that England were determined to win in Kaliningrad, despite being assured of a knockout tie.
"No matter what, we're disappointed we've lost but the most important thing is that we're through to the next round," the 24-year-old said. "We want to win every game and we're disappointed we couldn't do that.
"We created some good chances. We needed to finish one of them, that was all that was missing really.
"Belgium have a lot of players with a lot of quality and the game was decided by a piece of great quality."
Gareth Southgate's side will play Colombia in the last 16 on Tuesday evening.