On "The Early Show" Wednesday, he said there's some pain being back in the States.
"There's pain for us because we're competitors," he said. "And we're American and we want to win. But at the end of the day, now that I've been back for 24 hours and I'm walking the streets and realizing how excited people were, we're proud of what we've done."
The U.S. forward told co-anchor Harry Smith being part of the game against Ghana -- the most watched soccer match in U.S. history -- was "very cool" -- even though the loss eliminated his team.
Smith said, "Beginning of the game Ghana comes out, they looked like they were running like crazy. One of the commentators said, 'I'm not sure the U.S. is off the bus yet.' Did it feel like that on the field in the beginning?"
Donovan replied, "It's difficult when you go down a goal early, because the momentum of the game is immediately in their favor. It wasn't good to go down a goal, but I think our reaction was very good, and as the game wore on, we finally got the tying goal. I think if you asked anyone in the stadium at that point who was going to win, if anyone, it was us."
Smith said the momentum did indeed look as if it had shifted toward the U.S. But in overtime, Ghana quickly scored.
"It was deflating," Donovan said of the goal. "When we went off the field, after regulation time, we kind of looked around and everyone looked like we still had a lot of energy. We looked at their sideline, everyone was lying on the ground, legs up in the air. We felt like at that point, if we kept pushing, we would get the goal and win the game. Immediately, they score that goal and from there, you've only got 20-some odd minutes to make something happen and we couldn't do it."
What about his winning moments?
Donovan said he realizes now how important his game-winner was against Algeria was for the team.
"The beauty of that goal was, it was such a team goal in that way," he said. "It was such an important goal. The next morning when we all got up, we went online and saw these incredible YouTube videos of people back home following. So it felt like we were sharing it with everyone in the country, which was really cool."
At the end of that match, Donovan gestured to his ex-wife, Bianca Kajlich.
Donovan said, "I've known Bianca for eight years. We have been and will always be best of friends. And my personal life, people who know me close know how much she's meant to this whole process. I wouldn't be where I was on that day without her and I wanted to share that moment with her, which was really special."
But what does the future hold for the soccer star?
Smith remarked, "There are all kind of rumors about you and the premier league in the U.K. and Chelsea wanting you and this team wants you and that team wants you."
Donovan replied, "Throughout this whole World Cup, I've been insulated from that. I let my agent deal with that. Now that I'm back, I can start thinking about those things, if there are real possibilities. For now, I head back to L.A. tonight. I'm excited to get back to my Galaxy teammates and play on Sunday. We'll see what the future holds."
Smith added, "I bet they're selling a lot of tickets."
"We'll see," Donovan said. "I hope so."