The most visibly crestfallen fan was trainer Leonid Slutsky, the first Russian to manage the team after a decade of lavishly paid foreigners. Slutsky, who had been tasked with reviving the side before Russia hosts the 2018 World Cup, said he would quit in a news conference after Monday's loss. Camera cutaways earlier in the tournament sometimes caught Slutsky screaming or swearing. This is how he responded to Wales's third goal.
Vitaly Mutko, the Russian sports minister who already has a doping ban against the Olympic track and field team on his plate, said that Slutsky was speaking "emotionally" (from his heart?) and that he would like to see him stay on as coach.
But after Slutsky, the most vocally dejected may have been the politicians, who take chest-thumping, patriotic sport viewing to a whole new level (the Russian State Duma officially closed early last Wednesday so that members of parliament could catch a 2-0 loss to Slovakia).
President Vladimir Putin did not watch the game, his press secretary said, because he was visiting a movie studio named for the former Soviet city of Leningrad. "It is possible to say for certain that the progress with reinvigorating and restoring Lenfilm is much better and more effective than yesterday's performance of our football players," said Dmitri Peskov, his press secretary.
But others apparently did watch the match and were angry enough to suggest that Russia should look to Josef Stalin's policies for inspiration. "The Russian team is 'soft,' like United Russia [the largest party in parliament]," wrote the official Twitter account for Russia's Communist Party, which holds 92 seats in parliament. "We need a Stalinist MOBILIZATION. Mental, physical severe power."
Images and positive references to Stalin are not uncommon in Russia, where polls show that the memory of the brutal leader is gradually being rehabilitated.
The Communists were not the only ones to springboard from sports into politics. Vladimir Zhirinovsky, the founder of the LDPR parliamentary faction (56 seats in parliament), said that Wales won the match because of "nationalism" spurred on by "being oppressed by the English."
"What's Wales? Where is it?" Zhirinovsky asked rhetorically. "But this small people wanted to win ... and the mighty people [Russia] walks around and rolls the ball, but can't shoot."
He suggested that Russia find new players, including from Donbass, the separatist region in southeast Ukraine.
"We change trainers like they change the furniture in a brothel," he said. "We need to change the players. Hold tournaments across the country and for the 20-year guys from the provinces, Russians. Take the Russians from Donbass, and they will win any championship."
Others recalled an old Tweet by Prime Minister Dmitry Medvedev in 2012, when Russia was knocked out in the group stage. "I congratulate our team," he wrote. "They played honorably, keep it up!"
On social networks, sarcasm ruled the day. "Wales is leading for some unknown reasons, although tactically everything looks sound."
Russia ended at the bottom of its group behind Slovakia, Wales and England. "Taxi to the airport, please," wrote a popular Russian sports site under a photograph of Russian keeper Igor Akinfeev.
"We're flying home," read a mock-up of an advertisement for Russia's national airline, Aeroflot.