England were knocked out in the quarter-finals by Portugal and failed to impress throughout their campaign, which left the Swede having to reflect back on a disappointing competition.
"For the first few nights back in Sweden, I couldn't sleep and couldn't really stop thinking about what had happened. It wasn't like I was in a depression but it was a recurring thought," he told the Sunday Times Magazine.
"I couldn't talk about the World Cup and haven't spoken about it until now. We should have done better, I am absolutely convinced of that.
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"Before England, I had never been sacked in my life. I don't sit here pining about it, but I loved being a manager and I am still young enough to do the job."
However, Eriksson believes that he left the job with the goodwill of the English people who he says still treat him well.
"I've never heard a bad word during six years of travelling around the country. Everyone has always been polite to me. Not even after the defeat to Portugal," he said.
"If I land at Heathrow today people still want my autograph, which is nice, and a lot of them say 'Sven, you did a good job'."
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