"We can not ignore that Eriksen delivered an incredible performance and probably played his best worldwide game, in my opinion", Bendtner told reporters.
"I'm naturally disappointed because a couple of nights ago in Copenhagen we had fought very, very strongly", O'Neill, who cut short an interview with national broadcaster RTE, told a news conference.
Bad would turn to really mad minutes later, when Christian Eriksen would score his first with a stunning shot, there was nothing Darren Randolph could do.
O'Neill made two hurried substitutions at half time which completely tore apart his midfield, and instead of generating some pressure on Kasper Schmeichel's goal, it allowed Eriksen and Denmark more and more freedom. I didn't win those trophies that I have won both as a player and as a manager and have some luck.
Set to a backdrop of clips from the qualification campaign just gone as well as some of the most famous moments in Irish football history, Gleeson can be seen urging the Irish players to "rage against the dying of the light", a line from the famous poem by Dylan Thomas, Do not go gentle into that good night. "We were well beaten in the end".
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"When you give him the ball, something happens, that's the difference between the sides - when you've got a world-class player".
If Denmark's first goal, an own goal by Cyrus Christie, was a bit disheartening for the Irish, Eriksen's wonder goal in the 32nd minute completely broke them.
After taking an early lead which sent spirits soaring inside a packed Aviva Stadium, Ireland were put down brutally by Denmark, for whom Eriksen was lethal after an untypical ineffectual display in the first leg.
"I'm obviously delighted for Denmark but I'm gutted for the Irish".
O'Neill had faced calls to be more expansive going into the game following a goalless draw in Copenhagen on Saturday, but quickly faced criticism after the defeat in Dublin for lacking caution, as Eriksen struck three goals and Nicklas Bendtner finished off the scoring from the spot late on. It's a big thing and I'm very, very happy about it. "We've been fighting for so long to get there (to the World Cup) and of course now the two play-off games were very hard but with the result we got tonight we can be very pleased and it makes you very much looking forward to the World Cup".