The sadness and sense of deflation was almost tangible as Peru’s extraordinary band of supporters drifted away from the Mordovia Arena wondering how on earth their first World Cup game in 36 years had ended in defeat, yet nobody – absolutely nobody – looked or sounded as devastated as Christian Cueva. “What can I say? I made a mistake,” he said. “I made a mistake.”

It was Cueva’s wild and wayward penalty just before the interval that proved to be the turning point in a match that Denmark, who were outplayed for long periods and indebted to Kasper Schmeichel for some terrific second-half saves, pinched with a breakaway goal, leaving Peru with little margin for error when they take on France in Ekaterinburg on Thursday. Another defeat and one of the feelgood stories of this World Cup finals could be over.

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Cueva was heartbroken, unable to control his emotions on the pitch, where he was on the verge of tears as teammates rushed to console him at half-time, and desperately trying to put on a brave face afterwards. “Football is like that, I have to keep my head up,” he said. “It is sad. That’s natural; it’s sad. I came out for the second half with that anger but [also] with that responsibility, and the desire to win the game. It wasn’t to be, sadly. All I can do now is work twice as hard to be what I can be. But one thing I want to make clear: I will always give everything for my country.”

Paolo Guerrero, Peru’s talisman, who started on the bench, could see that Cueva was in a bad way at half-time and rushed to speak to the midfielder before he got to the tunnel. “He told me to keep going,” Cueva explained. “It could have been him or anyone. Only those of us on the inside know what this means [to us]. This is a group that has remained very united and that’s why we’re here.”

Cueva did find solace in a couple of things. The Peru supporters chanted his name at the final whistle – “That fills me with happiness,” he said – and there was the fact that Lionel Messi had also missed a penalty earlier in the day, in Argentina’s 1-1 draw against Iceland. “One of the best players in the world [did it too], I saw that,” said Cueva. “Any player has the personality to take a penalty, it was me [against Denmark]. I had the responsibility. All I can do is try to correct it. I will keep on working. This goes on, it isn’t finished.”

Although it was unusual to see a player so visibly affected by missing a penalty with so much of a game still remaining, it was understandable in the circumstances. Peru’s last appearance at a World Cup finals was back in 1982, before any of the current squad were born, and their fans have travelled in such huge numbers, making incredible sacrifices in the process. They filled three-quarters of the stadium against Denmark – Cueva’s parents were sat among them – and created a wonderful atmosphere throughout.

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Asked how it felt to be playing in front of tens of thousands of Peruvians at a World Cup finals, Cueva replied: “It was an enormous happiness. To be there after so many years and see that, so many compatriots. It was also sad because of the result. But I feel like we’re going to have [the chance to take] make amends. All we can do now is keep working and think about the next game.”

Additional reporting by Sid Lowe