Skipper Christine Sinclair called Canada's group-stage exit "a wake-up call" as she bid farewell on Monday to what is surely her last Women's World Cup.

The veteran forward fought back tears after the Olympic champions were dumped out of the World Cup following a 4-0 thumping by co-hosts Australia.

She would not be drawn on whether she plans to play for Canada when they defend their Olympic crown next summer in Paris, by which time she will be 41.

But Sinclair, the all-time leading scorer in international football and at her sixth World Cup, said fundamental changes were needed to the game in Canada and better resources.

"What you are seeing in women's football is that teams are catching up," Sinclair told Canada's CBC News in Melbourne.

"This for me is a wake-up call for back home, a wake-up call for our federation and the lack of a professional league, the lack of resources for the national teams, the lack of resources for the youth national teams.

"If the resources aren't there, we are going to fall behind.

"If this isn't a warning sign, I don't know what is."

Midfielder Sophie Schmidt has also surely played her last World Cup, but coach Bev Priestman said there was younger talent coming through.

"To be honest I haven't processed that, I didn't turn up thinking this could be their last game," she said of the veteran duo.

"What they have done for their country, they're absolute legends.

"But the future is bright, it doesn't feel it right now, it's difficult, but absolutely it's bright.

"There are players in this squad who didn't get in yet."

Priestman must now rebuild the team's confidence with the defence of their Olympic title barely a year away.

"I think they're committed, they're a hard-working group, I just think at times we need more belief," she said. 

"Once we realise that, this moment can make this team."