Italy's Mario Balotelli posted a short clip on Instagram before the game, sending a message to the fans wishing his country good luck.
It marks the end of an era for iconic goalkeeper Gianluigi Buffon who will not be able to compete in a record sixth World Cup.
De Rossi, like goalkeeper and captain Gianluigi Buffon, announced his retirement from worldwide football after Italy's failure to earn a place in Russian Federation was confirmed. "Congratulations to the national team!" he wrote on Facebook.
"I thank the lads who were us and, although it wasn't enough, I hope that we gave them something".
Despite the support of 74,000 fans in a white-hot atmosphere at the San Siro the 2006 World Cup winners could not find a way through.
"I haven't resigned because I haven't yet spoken to the (FIGC) president (Carlo Tavecchio)", he told reporters after Italy were held goalless by Sweden and lost their European play-off 0-1 on aggregate to miss next year's Finals in Russian Federation.
"I'm so proud of us", he told Swedish television. I regret just that my final match with the national side coincides with an elimination. Italy is slowly recovering from a prolonged recession, but most people say they see no sign of the pick-up, with wages stagnant and unemployment stuck above 11 percent.
"The era of four or five veterans comes to a close, the one of the hungry young players coming through begins and that's how it should be", said Ventura, who took over from Chelsea coach Antonio Conte in 2016 with a contract until June 2020.
Buffon made 175 appearances for Italy and was also a runner-up in the 2012 Euros. "I just thought perhaps it was better that Insigne come on instead".
"Wasted chances, a bit of bad luck but zero goals in 180 minutes against the Swedes, who will go to Russia", Gazzetta commented.
"It is an intolerable football shame, an indelible stain", the newspaper said.