Denmark secured Europe's final qualification spot for the 2018 FIFA World Cup Russia™ with a 5-1 victory away to Republic of Ireland on Tuesday evening for a 5-1 aggregate result.
The Central American nation have qualified for the World Cup but the Welsh have missed out and lost 2-0 to France in a friendly in Paris on Friday.
In the process, he took his tally for the campaign to 11 goals, just two fewer than the Republic managed in their 12 games in the competition, before substitute Nicklas Bendtner converted a last-minute penalty.
With last week's first leg having finished 0-0, Ireland made an ideal start to the return match by taking the lead in the sixth minute through defender Shane Duffy.
Darren Randolph fails to stop a shot from Christian Eriksen, who scored his side's third goal.
"We were well beaten in the end", O'Neill told RTE.
Next year's tournament in Russian Federation will be Denmark's fifth World Cup appearance and first since 2010.
As long as Ireland kept Eriksen in check, things looked like in the first match, but Åge Hareide made a quick switch in tactics after early frustrations, which left Martin O'Neill completely confused, just like his players on the pitch. We needed either of those to go in to get a real foothold in the game.
"I'm very pleased for the team, this is a hard place to play football - they're compact and good defensively, so scoring five against Ireland does not happen very often".
Asked how far his free-flowing team could go at next year's tournament, Hareide said it would depend on the draw but added that the side wanted to improve and play good football.
"It's a insane feeling, we've been fighting together for so long since the qualification started", he said. First the otherwise impressive Cyrus Christie turned the ball into his own net when Christiansen's effort came back off the post.
"There is two-on-one for a corner and Harry gets beaten but we should still be able to clear the ball and we haven't done that and the next goal is a comedy of mistakes". We are very much looking forward to it.
Eriksen, who has scored 21 times in 75 internationals, said there were more goals to come from Denmark in Russian Federation. We had to chase the game and Denmark took advantage.