The Albion trio all started in the second leg of Northern Ireland's play-off against Switzerland in Basle but the result, a 0-0 draw, was not enough to put Michael O'Neill's side through to the finals in Russia.
A controversial penalty in the first leg in Belfast cost the Irish dear as that provided the Swiss with the only goal of the tie.
Chelsea visit the Hawthorns on Saturday with the Baggies needing to get a win to get their faltering season back on track, but Brunt was seen to be in tears at the final whistle.
On-loan Fulham midfielder Oliver Norwood later summed up the feelings of bitter disappointment and injustice that the Albion stars in the away dressing room were experiencing.
"Shafted is the only word for it," said Norwood, who also raised the issue of Fabian Schar’s two-footed challenge on Stuart Dallas in Belfast which was only punished by a yellow card.
"I will think about the penalty decision for years to come as it’s the only goal between the two sides and it’s knocked us out.
"We can stand here and complain all night, but I hope we put in a performance that everyone in Northern Ireland is proud of. We left everything out there tonight and it just wasn’t to be.
"It’s disappointing that these decisions cost us a place in the World Cup. We were angered, upset and disappointed with what happened in Belfast. Tonight I feel a few things went against us and as players we have to be careful about what we say."