The Lionesses missed out on a place in Sunday’s Final after a 2-1 defeat against Japan in the semi-final in Edmonton.
Japan 2-1 England
FIFA Women's World Cup
Wednesday 1 June 2015 Edmonton, Canada
Live on BBC
But it was the way in which Mark Sampson’s side were beaten, a stoppage-time own goal from defender Laura Bassett, which left the majority of the squad almost speechless.
"For it to end this way, is my worst nightmare, and it’s happened," admitted Manchester City striker Duggan, who saw a dipping shot hit the bar when the score was 1-1 in the second half.
Fellow forward Aluko was only on the substitute’s bench, but says the shock hit the whole squad.
"Everyone in there is gutted, we’re all really shocked," explained the Chelsea star.
"To lose in that way is just cruel. Cruel."
And goalkeeper Chamberlain, who featured in the quarter final victory against Canada, summed it up best on behalf of the players, who must now turn their attention to Saturday's third-place play-off with Germany.
"We’re just devastated," revealed the Arsenal keeper.
"At the end of the day, we just needed a bit of luck to come our way.
"But everyone can be proud of what we have achieved and hold their head up high to go home with no regrets."