Steve Darcis scolded himself for being "appalling" as Belgium missed out on a maiden title, suffering a 3-2 defeat to hosts France on Sunday.
The world number seven Goffin, who entered the tie high on confidence after finishing runner-up at the ATP Finals, won both his singles in awe-inspiring fashion against Lucas Pouille and Jo-Wilfried Tsonga.
But Belgium lost Saturday's pivotal doubles match, in which Goffin did not play, while Darcis proved the weak link, being trounced in both his singles rubbers while winning only 10 games in six sets.
The world number 76 was defeated 6-3 6-2 6-1 by French number one Tsonga on Friday and demolished 6-3 6-1 6-0 in the deciding rubber by Pouille on Sunday.
"I'm appalled by my performance," said the experienced 33-year-old Darcis.
Being outplayed by Tsonga was no shame for Darcis, but for a man who had never lost a deciding match in the Davis Cup before, the thrashing he received from Pouille, who had never before played a decisive rubber, was less expected.
"I've been spanked twice even if I tried my best," he said.
Nobody in the team, however, would blame Darcis, who earned Belgium four points in the campaign, including two memorable victories against Germany's Alexander Zverev and Philipp Kohlschreiber in the first round.
"I'm proud of my whole team and I am sure that we will win the Davis Cup together one day," said team captain Johan Van Herck, after Belgium again failed to break their Davis Cup duck following losses in the 1904 and 2015 finals.
Despite the obvious disappointment, Goffin said there were some positives to take from the final.
"We're all disappointed when the team loses. It's normal after such a wonderful year, it's hard to finish like this," he said.
"But there are a lot of positives to take into the future."