Chris Coleman apologised to Sunderland fans after their "brutally painful" relegation to Sky Bet League One following a 2-1 home defeat to Burton.
The Black Cats' long battle to survive in the second tier came to an end when Burton overturned the home side's lead - secured by Paddy McNair in the 34th minute - in the closing stages of the game.
Sunderland's place in League One was confirmed because of the six point gap to safety, and Burton face relegation rivals Bolton next week.
Boss Coleman, who took over from Simon Grayson in November, said: "Firstly I would like to apologise to everyone for coming up short, ultimately not having what was needed.
"It's a brutal experience and the disappointment is huge. To be fair, maybe blind optimism, five minutes left, I thought we were in the driving seat even though we didn't play well. Five minutes left the atmosphere was great, then it all changed.
"44 games we are into the season and we haven't been good enough. I am sorry for the supporters who have stuck with us every week, followed us, we haven't had enough and we have fallen short.
"I don't know where this club goes. I don't know what the plan is. We have been looking in terms of recruitment and players.
"We have not been told what's what. When I speak with chief executive Martin Bain he is as much in the dark as me. We know where we are now and we have to say 'that's happened, this is the plan'.
"Right now it's very raw, it's just happened. It's brutally painful. I have been here two minutes, the supporters have been here for years I can only imagine how they are feeling. I don't know what the plan is."
Burton manager Nigel Clough, who was born in Sunderland when his father Brian was playing for the club during the Roker Park days, has enormous sympathy for the club.
But he is relieved to have seen his players move to within two points of safety ahead of the visit of Bolton next weekend.
"I have unbelievable sympathy for Sunderland. He (Brian Clough) used to talk with such affection about the people, he so enjoyed his time here," said Clough. "It's just a time for them to take stock and rebuild, plenty of clubs have gone into League One ... Wolves, Leicester ... it's tough to get out of.
"This club now has to strip everything back and start again. Hopefully this is rock bottom for them reached. If they keep the support here, for 60 or 70 minutes they showed how much they were betting behind the team. It's too good a club not to find a way back.
"I didn't know Sunderland had gone down. I shook hands with Chris. But we are keeping it going for another week. Bolton at home next week, our aim is to take it to the last day. Anything can happen."