Die Mannschaft missed out on the knockout stage of the World Cup in Qatar after finishing third in Group E, with Japan and Spain qualifying as first and second respectively.
In hindsight, Germany's World Cup campaign was lost in their opening game against eventual group winners Japan, who beat them 2-1.
The Germans drew their next game 1-1 with Spain and the 4-2 win over Costa Rica was immaterial as they were stuck in third.
"At the moment, it is still difficult for me to find the right words," Musiala wrote on Twitter.
"This World Cup should be more for us, we have planned much more. Definitely! The disappointment is huge right now.
"I will process this experience in the coming weeks and use it to learn from it. In 2023 I will attack with full motivation.
"Thank you very much for your great support and messages - that means a lot to me."
The 19-year-old started all three of Germany's World Cup games, after scoring nine goals and providing seven assists for Bayern in only 14 Bundesliga games this season.