The Brazil squad left their hotel on Saturday to head home, after they were knocked out of the World Cup by Belgium last night.
They lost 2-1 to Belgium after an own goal and a spicy strike left them with too much to do against Martinez's side.
On Satuday afternoon, the squad were snapped in photos leaving their hotel in Kazan, and the mood was glum.
Neymar, Coutinho, Silva and Willian all looked dejected and avoided the gaze of fans as they got on the team bus.
Thiago Silva hid his face from cameras, while a disappointed looking Danilo hobbled past on crutches.
Brazil had come into the tournament as favourites, but their campaign was underwhelming at best.
Tite's squad picked up seven points in the group stages, and beat Mexico in the round of 16, but their dreams were crushed by Roberto Martinez's Belgium side.
Fernandinho headed the ball into his own net in minute 13, before De Bruyne struck a thundering shot into the bottom corner to give the Red Devils a 2-0 lead.
Brazil's Augusto was able to claw a goal back in minute 76, but they couldn't find the net again.
Belgium will now go on to play France in the semi-finals.