Martin Johnson's men suffered a 19-12 World Cup quarter-final loss to France in Auckland.
England gave themselves a huge mountain to climb after sliding to a 16-0 half-time deficit after Vincent Clerc and Maxime Mermoz crossed for tries and Dimitri Yachvili kicked two penalties.
Tries from Ben Foden and Mark Cueto gave England a chance of pulling of an unlikely fightback, but Francois Trinh-duc's drop goal helped ensure France advanced to a semi-final meeting with Wales.
And after seeing a World Cup campaign characterised by disjointed and largely turgid performances come to an end, Moody told ITV1: "We are just thoroughly disappointed. In the first 40 minutes France came out on top, we had some defensive lapses and it cost us massively.
"We stuck at it in the second half, and we had a chance towards the end of the first half we didn't take.
"It wasn't good enough and it's thoroughly disappointing for everyone in the squad and the fans, but credit to France they came out and performed."
England's line-out and scrum both creaked under pressure from a formidable Les Blues pack, and Moody admitted his side had struggled in those areas.
"The line-out didn't go as well as we would have liked today, the scrums didn't go as well as we would have liked, but that's how it is, it's Test match rugby it's the highest level at a World Cup and you have to get that right," he said.
"We didn't today and we came off on the wrong side of the defeat and it's going to be a hard one to swallow and we have to go away and regroup."
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