South Africa were knocked out of the Champions Trophy after suffering a crushing eight-wicket defeat against title holders India in a must-win match.
The Proteas lived up to their 'Perennial Chokers' tag in a virtual quarter-final clash that turned out to be a thoroughly one-sided affair.
When asked by a senior South African scribe as to why he still wants to be the captain, a sullen faced De Villiers replied: "Because I am a good captain!"
He still harbours the dream of playing 2019 World Cup and firmly believes that the Proteas can win it.
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"I must be very honest with you. Not a lot of people believe me but I feel it is pretty close (World Cup triumph). I don't think it feels far away. It is very difficult to say that after a performance like this, but that's what I believe in my heart.
De Villiers had already quit Test captaincy in 2016 and will not play in the four-match series against England later this summer.
But De Villiers' body language lacked conviction - something that has also been apparent in his game which has given such immense joy to fans across the globe.
"We have tried quite a few things, camps and psychologists, whatever you want to call it. There has been quite a few game plans around that. In my mind, that was not the problem. It was not a mental thing. We just did not play well," the 33-year-old batsman reasoned.
Asked whether a radical shake up is needed, De Villiers said, "That's a question can only be answered by people who are in control of making radical decisions. That's not my decision. So we will have to wait and see what people out there want to decide or whoever is in control of making those kind of decisions.
"I don't think we are a bad cricket team."
That he is emotionally exhausted became evident when asked about how his team would prepare for the next World Cup.
"Look, we have covered all the bases. There is no doubt about that. We have had camp, off the camp. And we have worked really, really hard in the nets, and we back each other, we trust each other, and for some reason, things like that just keep happening.