England was unexpectedly knocked out by unfancied Iceland in the second round clash on Monday, June 27.
Wayne Rooney gave England the lead from the penalty spot in Nice, but goals from Ragnar Sigurdsson and Kolbeinn Sigthorsson gave Iceland a 2-1 win.
The team returned to England to a quiet reception at the Luton airport on a wet Tuesday, June 29.
Rooney and his teammate all wore sad faces as they disembarked the chartered flight at the airport.
Immediately after the 1-2 loss to Iceland, England coach Roy Hodgson announced his retirement.
England under-21 coach Gareth Southgate looks likely to be put in temporary charge of the national team according to British media.
"Southgate is believed to have already been asked whether he is prepared to take over on a temporary basis and has indicated that he is," the Daily Telegraph said.
A three-man Football Association (FA) panel has begun the job of finding a successor to Hodgson.
Arsenal coach Arsene Wenger, Bournemouth manager Eddie Howe, Hull City's Steve Bruce, former England manager Glenn Hoddle and Italian Claudio Ranieri have also been linked with the vacant job.