England forward Lauren Hemp said the Lionesses "created history" but "wanted more" as the team arrived home from the Women's World Cup final in Australia.
The players landed at Heathrow airport on Tuesday morning following their 1-0 defeat by Spain on Sunday.
Fans waited in the terminal to greet the team but they left without going through the arrivals area.
BBC Sport understands this is the normal process for the men's and women's team to exit an airport.
Manchester City's Hemp, 23, wrote on Xexternal-link (formerly known as Twitter): "This tournament has brought some unbelievable highs but ultimately we fell just short.
"We created history but we wanted more. So much more.
"Thank you so much for the support back home and in Australia we felt you. It'll hurt for a while but we'll come back even stronger. Proud."
England reached their first Women's World Cup final by beating co-hosts Australia in the semi-finals but suffered heartbreak in Sydney after Spain deservedly triumphed thanks to Olga Carmona's goal.
The world champions held their victory parade and trophy celebrations in Madrid on Monday.
Jess Carter said she had "nothing but absolute pride" as the Lionesses became the first England football team since 1966 to reach a senior final on the world stage.
"Couldn't have asked for a better group of staff and players to experience my first World Cup with," wrote the 25-year-old Chelsea defender on X.external-link
"Thanks to everyone for the incredible support we have been given, we felt the love since game one."
England are next in action against Scotland in the group stages of the inaugural Women's Nations League on 22 September at 19:45 BST.