After a first-up loss to Italy at the World Cup, Matildas coach Ante Milicic said going the long way about it and the hard way about it, was maybe the Australian way.

On Sunday morning (AEST) in Nice, Milicic and the Matildas found 120 minutes too long, and a penalty shootout under the white-hot glare of expectation too hard.

The Australian way was therefore to head home, leaving France after their 1-1 (4-1) loss in the round of 16 to Norway.

"I don't know if there are any words to describe how I'm feeling," Milicic said.

The Matildas' performance under Milicic was the first time they have failed to reach the last eight at a World Cup since 2003.

Visibly shattered and almost speechless, Milicic said he'd battle to find the right way to address his team.

"It's too emotional and there's too much disappointment in me right now to come up with words," he said.

"What I will say is I am extremely proud of them and it's been an honour to work with this group.

"They're a special bunch of girls and have grown so close to me, and I am disappointed I couldn't help them realise a dream they've been waiting for a long time.

"I take responsibly for that and I hope tomorrow they can pick themselves up and carry on."

The Matildas netted a late equaliser to force extra-time against a buoyant Norway, and battled hardily when Alanna Kennedy was sent off in the 104th minute.

Australia's chances in the penalty shootout were scorched from the first effort, when Sam Kerr fluffed her effort to send an awful shot both high and wide.

Milicic spared his captain of criticism.

"Only big players can miss penalties because small ones don't take them," he said.

"I'm extremely proud of Sam and, as an Australian coach, to be able to work with her has been an excellent experience."

Not only did the Matildas fail to live up to the standards set at the past three World Cups, they did so with a much-lauded generation of players that were given a shot at winning it all in 2019.

That will set the stage for recriminations and a major review of the team, which will include the pre-tournament axing of coach Alen Stajcic.

Caitlin Foord said the Matildas would overlook knee-jerk reactions as they licked their wounds and set sights on the 2020 Olympics in Tokyo.

"It's going to take some time for it to sink in," she said.

"This is what we were here to win and that's finished, so it will take some time but we'll re-group when we need to and look forward to Olympics."