The Danes started well and dominated possession but Australia blunted their attacks and hit them with a counter-attack from which Mathew Leckie scored the decisive goal.
"We haven't played with the tempo and the rhythm in our in our own game. I think we started pretty well tonight, with good positions. And then you see the structures just go out of the match," Hjulmand told a news conference.
"And it's too emotional and too little quality, and it's the only thing we shouldn't do against Australia in a match like this, go in with big emotions and lots of fight, we have to play with quality."
That quality was sorely lacking in Qatar where Denmark drew with Tunisia and lost to France and Australia.
"I think we're one thing for sure is that we didn't play our best. I think the quality was okay against France. I think it was not a great, great performance, but it was okay," Hjulmand said.
"I think it was par in terms of playing one of the best teams but the two other games? Not good enough."
His side head home now with plenty of work to do before qualifying starts for Euro 2024.
"It's important just to get a bit of distance to it, so I can think rationally, I can't do that right now. The emotions are so big, the frustrations are too big. We did not reach our level, there's no doubt about that," Hjulmand said.
GOAL SHY
Jesper Lindstrom told Reuters that his side will be back, and that their goalscoring issue was their biggest problem.
"If you want to win games you have to score goals and we didn't, so we're out of the tournament unfortunately, but we have a very strong country and I know we will bounce back and be even stronger," Lindstrom said, with a note of defiance tempering his disappointment.
The Danes scored 30 goals in 10 World Cup qualifiers but struggled to find the net in Qatar, scoring just once in a 2-1 loss to France.
"It's the big question for me, because I don't know. Normally we are team always score goals and will always win the games, but these were not our games and, and that's how it is sometimes, it's football," Lindstrom said.
The 22-year-old returns to his German club Eintracht Frankfurt hungry to improve after playing in his first World Cup.
"I don't care if we play in Qatar, if we play in Germany play in Spain. For me, it's about football and to represent my country, and I'm very proud that I play these three games and did what I could to show up and then we'll see next time what happens," he said.
