Paulinho felt Brazil's exit from Russia 2018 was harder to accept than their 2014 World Cup humiliation.
A 2-1 loss to Belgium saw Tite's men eliminated in the quarter-finals Friday, four years on from a last-four defeat.
In 2014, World Cup hosts Brazil were crushed 7-1 by Germany, who went on to win the title.
Paulinho, who played in that game in Belo Horizonte, said the loss to Belgium was tougher to take.
"For me, they were both difficult," Paulinho said in a television interview. "A very complicated 2014, but this one is harder.