Ukraine lost 1-0 to England in Group D on Tuesday, failing to reach the quarter-finals, after controversially being denied an equaliser even though the ball may have crossed the line.
"They tried to seize the victory until the last moment," Azarov told a government meeting. "But sports is sports and, like life, it has everything - luck, randomness, mistakes and unfairness. One should not make a tragedy out of that."
Azarov said the former Soviet republic had already secured its main victory.
"We have shown the whole world that we can solve the hardest tasks and radically modernise our infrastructure in very short time," he said.
"Our country has beaten sceptics and enemies who wished the great sports holiday to fail in Ukraine."
However, one parliament deputy, Yuri Karmazin from opposition faction Our Ukraine - People's Self-defence, cried foul over the England game.
"This was fraud on a European scale [carried out] under the English flag," he told parliament.
"Annul yesterday's game urgently because it was unfair," Karmazin urged European football's governing body UEFA.
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