There was no room for Criscito in Cesare Prandelli's 30-man squad on Tuesday, despite featuring in Italy's most recent match against Spain in March.
Criscito was also involved in the previous two friendlies with Nigeria and Germany in November last year, but Prandelli opted for Mattia De Sciglio (Milan), Manuel Pasqual (Fiorentina) and debutant Matteo Darmian (Torino) to fight it out for the leftback role.
Speaking to Tuttomercatoweb, a shocked Criscito did not believe plying his trade in the Russian Premier League worked against him.
"I really didn't expect it and this is a huge blow, as until the end I was in the group," said the 27-year-old, who has 22 international caps to his name.
"I don't think playing in Russia was a penalising factor, as Zenit reached the Champions League knockouts and if you reach certain targets, it's not a coincidence.
Criscito added: "I haven't heard from Cesare Prandelli. I found everything out from the television. I admit it was a huge blow.
"It's even worse than what happened two years ago, as at least then there was a reason for being excluded at the last minute.
"Now? The worst part is there was no sign I would be left out. The coach has to make his choices, I know that I did my best and I don't have to ask for an explanation from anyone."
Meanwhile, Genoa defender Luca Antonelli lashed out at Prandelli after team-mate Alberto Gilardino was excluded for the trip to Brazil.
Gilardino netted 15 Serie A goals this season but the 57-cap veteran was still overlooked in favour of leading scorer Ciro Immobile (Torino), Mattia Destro (Roma), Giuseppe Rossi (Fiorentina), Lorenzo Insigne (Napoli), Antonio Cassano (Parma) and Alessio Cerci (Torino).
And Antonelli used Twitter to voice his disapproval with Prandelli's controversial code of ethics and his decision to drop the 31-year-old striker.
"You don't have the necessary requisites for this Nazionale: too ethically correct, too many appearances, too many goals, too talented! Sorry, friend," Antonelli tweeted.
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