Writing on his official Instagram page, Chris Gunter wrote: "We will never pretend to be something we are not."
"We've experienced more than anybody will ever know or feel. It's the end of a campaign, but not the end of us.
"For every negative comment or opinion shows just how far we have taken this nation.
"We will be back, and the people that matter know this. To our country, thank you.
"What we have is unique and special, don't ever forget that. We are welsh and this is our journey.
"To those that matter, see you soon, diolch yn fawr. You are the best."
Gunter is currently Wales' third highest cap holder, and is only two behind Gary Speed and nine off former Everton goalkeeper Neville Southall who holds the record with 92.
He won the hearts of the nation during Wales' dream run to the semi-finals of Euro 2016 in France last summer after his 'chin-up' gesture to the Wales supporters after the last-gasp 2-1 defeat to England in the group stages of the tournament.
Chris Gunter encourages fans to keep their chins up
And he's shown once again with a typically classy message why he's adored so much by the Welsh public.
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