Kane misses a one-on-one chance before 'keeper Danijel Subasic turned the rebound onto the post in a game that Croatia went on to win 2-1 in added time.
"I don't think about it as much anymore, but of course it hurts," Kane said. "Any big game you lose, you always think about what you could have done better."
England will be out for revenge on Sunday, as they face Croatia in a winner-takes-all clash at Wembley. The Tottenham striker is hoping that the 'Three Lions' can contain Luka Modric.
"He's definitely been up there," Kane added when asked about his former team-mate.
"Everyone knows how good a player he is and he's been doing it year after year.
"He deserves all the awards he's getting. Hopefully he might have a quiet night tomorrow and we can win the game."