The 35-year-old from Northern Ireland declined to speak with reporters after faltering in the final round at Pinehurst, making three bogeys in the last four holes and helping hand the victory to Bryson DeChambeau.
McIlroy's silence spoke volumes about the agonising nature of a defeat which saw him lead by two strokes with five holes to play, only to have the long-sought trophy slip through his fingers.
McIlroy instead settled for his 21st top-10 major finish since last winning a major at the 2014 PGA Championship.
After a bogey at the par-3 15th cut his lead to one, McIlroy lipped out on a par putt from 2.5 feet at the par-4 16th to leave him level with DeChambeau in a battle of golf juggernauts on one of golf's most pressure-packed stages.
Still deadlocked at the par-4 18th, McIlroy missed a putt from just inside four feet for a bogey that dropped him one behind DeChambeau.
The missed putts were McIlroy's first from inside of five feet in the round.
DeChambeau needed to par the last to win and was in the dirt and weeds left, but he wedged into a greenside bunker then blasted to four feet and, in contrast to McIlroy, made his clutch putt for the triumph.
Television cameras captured McIlroy watching as DeChambeau sank the winning putt.
As the crowd roared and DeChambeau began to celebrate, McIlroy stared ahead for a few seconds then turned and walked away with caddie Harry Diamond.
They were seen a few minutes later entering the Pinehurst parking lot, packing bags into a car and driving away.
It looked like the sort of defeat that can haunt a player, an epic failure on the level of Greg Norman's final-round flop in a 1996 Masters loss to Nick Faldo.
McIlroy even spoke to reporters at the PGA Championship last month a day after his divorce plans were made public. McIlroy said this week those plans are off.
It was left to DeChambeau to bolster McIlroy in the runner-up's absence.
"Rory is one of the best to ever play," DeChambeau said. "Being able to fight against a great like that is pretty special. For him to miss that (last) putt, I'd never wish it on anybody. It just happened to play out that way.
"He'll win multiple more major championships. There's no doubt. I think that fire in him is going to continue to grow."
DeChambeau also admitted some intimidation at falling behind McIlroy so late.
"I have nothing but respect for how he plays the game of golf because, to be honest, when he was climbing up the leaderboard, he was two ahead, I was like, 'Uh-oh, uh-oh,'" he said.
"But luckily things went my way today."
'We're all human'
France's Matthieu Pavon, who played alongside DeChambeau and finished fifth, addressed the pressure McIlroy, or any player in his situation, would feel in that supreme tension-packed moment.
"At the end of the day we're all human," Pavon said. "Rory has been chasing another major since many years. He is one of the best players in the world, a true champion. It shows you how tough it is.
"The more you want it, the tougher it gets, and the highest expectation you have for yourself, the tougher it gets, the more pressure you got into.
"Maybe this is a little bit of pressure that got him today for sure, but Rory is just a massive champion. I'm sure he will fight back and really soon."
