La Roja, who had previously won back-to-back European Championship titles, as well as FIFA's showpiece event in 2010, were eliminated from the tournament in the group stage having lost against the Netherlands and Chile.
"I think we have all made mistakes," the 28-year-old midfielder is quoted as saying by Goal.com. "There's not one guilty person here. Our rivals were better than us.
"We should not look for excuses. We have to learn how to lose as well. All domestic leagues have been following the same schedule. There's no winter break in England, while in Spain you a break for a week or so. That's not an excuse.
"It will be very hard for the team to travel back home with empty hands after all the success from the past few years."
Spain still have one more fixture to play before heading home with a match against Australia on Monday evening.