Steven Naismith says it is hard for the Scotland players to accept their role as the "warm-up act" for other countries participating in the European Championships next month.
The Scots failed to qualify for Euro 2016 after finishing fourth in their qualifying group.
They now have end-of-season friendlies against Italy in Malta on Sunday and France in Metz on 4 June.
"It's not great to be the warm-up act," said Norwich striker Naismith, 29.
"Everybody's just got to realise that this is the feeling and you don't want to be doing it again when you're that close in such a good position."
Gordon Strachan's men put themselves in contention to qualify for the finals with good results in the first half of their qualifying campaign.
But defeat in Georgia led to their downfall, and they eventually finished behind Germany, Poland and Republic of Ireland.
Naismith hopes lessons have been learned from that failure which will inspire the squad when their qualifying campaign for the 2018 World Cup begins in September.
'You want to get to one tournament at least'
"It's good to meet up and see the boys and get training and test yourselves against two world-class countries, but we are the preparation (for them) and that's a massive disappointment," he said. "That's the worst part of it.
"Guys down south are talking about going to the Euros; they all have that buzz and a lot of my team-mates haven't been to a tournament for a while, so they are experiencing what we hoped we would have been.
"When you are younger you maybe think, 'hard luck, but we have got next year' but for those of us perhaps looking at the last few campaigns we could be involved in, you do want to make a mark and get to one tournament at least.
"Everything was in our favour and it was a massive blow because it was such a good opportunity to qualify."
New faces 'have no fear'
Naismith, who recently experienced the disappointment of relegation from the Premier League with Norwich, takes heart though from the attitude and quality of the younger players which Gordon Strachan has brought in.
"There is real competition now from the younger guys," he added. "I have been surprised by the quality of them, especially those who haven't been in squads before because they have maybe missed out on the Under-19s and 21s. It is going be exciting times.
"[Hibs midfielder] John McGinn was one who stood out in the game he was involved in (the 1-0 friendly win over Denmark) and [Aberdeen midfielder] Kenny Mclean was another. They had no fear and you wouldn't have known it was their first time in the squad. A lot of boys here are like that.
"I remember turning up before my debut against the Faroe Islands and the likes of Davie Weir and Kenny Miller were there, and I was in awe of these guys. The guys now know the opportunity they have and want to show how good they are to get in the team, which is a great asset."