Štefan Tarkovic's side travelled to Seville for their final Group E game knowing that a draw would see them progress to the last 16 - but they were beaten 5-0 by the three-time tournament winners.
Dúbravka brilliantly saved a first-half penalty from Álvaro Morata but then conceded an unusual and uncharacteristic own goal before Spain went on to make it an embarrassing evening for the Sokoli, adding four more goals in a one-sided affair.
But after the final whistle, rather than hiding away Dúbravka fronted up and said: "It is hard to look back on this match. We have conceded many goals, we gave them many opportunities to create a sufficient lead and then they were in control of the match.
"So yes, for me it is very hard to look back on it. In my opinion, the first goal was crucial. Personally, the hardest bit for me now is coming to terms with it. That's going to be hardest."These moments happen; of course, they shouldn't at such a level, but it happens. In sport these moments happen. Now it is all on me how can I cope with it."Obviously, I would be more pleased if something like this never happened. Well, football brings us even these moments.
"As I said, for me now the most important thing is how I cope with this. I am sorry because of my team-mates and our fans who travelled here, or watched the match at home on TV.
"Basically, they had a head start with the goals and then they had it under control. We then wanted to turn the game. During half time, we decided to try our best but they showed us their extra class.
"They took advantage of the opportunities we offered to them. And unfortunately for us, the score is shameful."
Asked whether Slovakia's elimination or the manner of the defeat hurt the most, the Newcastle number one - who won United's player of the season award for 2019/20 and has made more than 100 appearances since joining the club in January 2018 - replied: "I think both are equally painful."What pains me more is that we have not presented ourselves as we wanted to. From me, as the first man by the net, as I said, it is hard to deal with. But that's football. It brings results like this."