One year on from reaching the semi-finals of Euro 2020, expectations were high for the Scandinavian side as they faced off against France, Australia and Tunisia in Group D.
However, Denmark got off to a far from ideal start, being held to a 0-0 draw by Tunisia before suffering a 2-1 loss to reigning champions France in their opening two games.
Needing to win against Australia to keep their hopes of reaching the knockout rounds alive, Denmark were quelled by the Socceroos and succumbed to a 60th-minute winner from Mathew Leckie in a 1-0 defeat.
As a result, Hjulmand's side finished fourth in Group D as they fell at the group stage for just the second time in their World Cup history, having also been knocked out that early in 2010.
Speaking to reporters after the game, Hjulmand conceded that his side were not good enough throughout the tournament as they prepare to rebuild for their Euro 2024 qualifying campaign next year.
"We haven't played with the tempo and the rhythm 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," Reuters quotes Hjulmand as saying.
"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."
Denmark bow out of the 2022 World Cup with just one goal to their name, having seen Andreas Christensen briefly restore parity against France before losing 2-1 to the holders on matchday two.
Hjulmand believes that his side gave a good account of themselves against Les Bleus, but they were found wanting against Tunisia and Australia in a dismal Qatar campaign.
"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 added.
"I think it was par in terms of playing one of the best teams but the two other games? Not good enough. 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."
Denmark have three months to recuperate before they begin their Euro 2024 qualifying campaign against Finland on March 23, and they will also face Slovenia, Northern Ireland, Kazakhstan and San Marino in Group H.