Jorginho admits his missed penalties earlier in the campaign will haunt him forever following Italy's failure to qualify for the 2022 World Cup.
The Azzurri were crowned Euro 2020 champions just eight months ago after beating England in the final on penalties.
However, Roberto Mancini's side will not be at the World Cup later this year after they were stunned 1-0 by North Macedonia in the playoff semi-finals.
Although the hosts dominated proceedings in Palermo, Aleksandar Trajkovski struck in stoppage time to give the visitors a shock victory.
Having drawn four of their last five games, Italy had to settle for a playoff place after finishing two points behind Switzerland in Group C.
Among them was a 1-1 stalemate with the Swiss, during which Jorginho missed two penalties that would have seen the Azzurri displace their opponents in top spot.
And the Chelsea midfielder revealed his sense of responsibility for his nation’s subsequent failure to qualify.
"It is difficult to explain what happened," he told RAI Sport. "It hurts so much. I'll be honest, I am still incredulous.
"I don't think we lacked creativity, as we always dominated matches and created so many chances. Unfortunately, we were unable to finish them off.
"We played good football, we won the European Championship last summer, but unfortunately in the last few games, we made small errors and were unable to recover from them. They made the difference.
"It hurts when I think about [the missed penalties], because I do still think about it, and it will haunt me for the rest of my life.
"Stepping up there twice and not being able to help your team and your country is something that I will carry with me forever, and it weighs on me.
"People say we need to lift our heads and carry on, but it's tough."
Meanwhile, team-mate Marco Verratti acknowledged that the reigning European champions were made to pay after failing to turn their superiority into goals.
"It is difficult to understand. I think we dominated this match, and we should've won. We had to win," the Paris Saint-Germain midfielder added.
"This is football, it is fundamental to be clinical and ruthless. It's just so difficult to explain. It was a nightmare.
"Looking around the locker room, we had the players to challenge for the tournament itself, yet here we are talking about a disaster. It's so tough to go from hero to zero.
"We experienced special times together, and I will always be proud of my team-mates.
"We have to ask ourselves questions now. There's some bad luck, but you also need to make your own luck."