Hans Backe's men were beaten 1-0 in the second leg of their MLS Eastern Conference play-off semi-final on Thursday, which saw United advance 2-1 on aggregate after a 1-1 draw in the opening leg on Saturday.

New York had the bulk of possession and had a re-taken penalty saved in a controversial game that saw both sides reduced to 10 men.

But a late goal from DC forward Nicholas DeLeon saw the away side progress through to the Eastern Conference finals for the first time since 2004.

Australian international Tim Cahill, who joined the Red Bulls earlier in the season, was lost for words following the heartbreaking defeat.

"I'm gobsmacked. Football throws up some difficult emotions, and today there are a lot of emotional players, and it can only make some of us stronger," the former Everton man said.

"We have to just look back over the game, we obviously could have won and we know it, that's probably why it hurts so much."

"It's weird because we had a good game today, and losing the way we did was cruel," Henry said.

"Again we have to give DC credit, we didn't play so that we missed a lot of opportunities and not win and I think they played well to."

The Frenchman lamented the team's failure to make the most of their chances at Red Bull Park.

"Passing the ball around well, creating chances and not putting the ball in the back of the net," Henry said.

"When you play a game like that sometimes you are going to be exposed for the rest of the game, and they scored right before the end of the game."

Teammate Rafael Marquez echoed Henry's comments, highlighting New York's inability in front of goal.

"It's very bad, I feel sad about that because for myself I don't think I had a good season," he said. "So tonight I think we did a good performance, and we had a lot of chances.

"I think we were better than DC tonight, but you need to score to do your best and tonight we were unlucky."