If John Aloisi's penalty sent a nation into rapture, Sam Kerr's spot kick on Sunday turned millions of Australian stomachs.

Even though the shootout was just kicking off, it felt like the moment the Matidas' World Cup charge ended.

Kerr looked a picture of preparation as she stepped up to the kick, aiming to cancel out Caroline Graham Hansen's opener.

However, she speared her effort wide, immediately spinning and retreating from the contest.

"What can you do?" she said.

"I've been trusted to take it, and I was confident in taking it, and I just skewed it.

"The girls have already gotten around me.

"I feel like I let the team down but they've been quick to cut that out.

"I'll grow from this and become a stronger person mentally."

The burial rites were issued five penalties later as Australia slumped to a 4-1 shootout loss to Norway.

Emily Gielnik had Australia's second penalty effort saved by Ingrid Hjelmsed, a 39-year-old shot-stopper who performed admirably for Norway.

The penalty shootout exit comes after the Matildas lost to Brazil in similar fashion at the 2016 Olympics.

Then, it was Alanna Kennedy to suffer the heartbreak of missing the key penalty.

On Sunday morning in Nice, Kennedy's dismissal in extra-time halted the Matildas' momentum - they were lucky to even get to the shootout.

The defender whacked the refereeing standards while telling Optus Sport of her devastation, saying "to be out so early with such a good team, we're all just upset and heartbroken".

"I'm not surprised (by the red card), the refereeing has been questionable the whole tournament," she said.

"There needs to be more clarity for everyone. It's the way it goes, you have to play the whistle."

Kerr said she didn't want to blame the referee, instead looking inward.

"Any time you don't win the World Cup you've underachieved. We're obviously really, really disappointed and feel like we've let ourselves down," she said.

"We felt really confident in our team ... always stuck together and it sucks to go out on a penalty shootout."

She reached out to the many Matildas fans, old and new, travelling and at home, to thank them for their support.

"We feel so lucky that we have so many fans that want to follow us around the world," she said.

"To everyone at home who has been getting up early and watching us, sending messages through, it's been unreal.

"Hopefully, although we lost tonight, we did you proud."