Brunt's Northern Ireland side were unlucky not to go through to next summer's World Cup finals after losing out over two legs in their play-off against Switzerland but it was the manner of the exit which left the players gutted.
Michael O’Neill’s side lost 1-0 in Belfast thanks to a controversial penalty, converted by Ricardo Rodriguez, when Corry Evans was judged to have handled the ball despite it hitting his back.
Brunt, who missed Euro 2016 with a knee injury, said: "Gutted, obviously.
"First leg we didn’t play very well but we played some good stuff [in the second leg] and deserved to take something out of the game.
"Obviously it wasn’t enough, we rode our luck a couple of times as well. After the way we performed in Belfast, we just wanted to make sure we didn’t leave anything on the pitch.
"To be fair I don’t think we did. We can hold our heads up and be proud of what we tried to do but it was just a little bit short."