Tuesday’s (22 June) result meant the national team finished bottom of Group D, extinguishing hopes of the squad making the knockout stages of the competition.
But Steve Clarke’s side are hoping their Euro 2020 heartache will spur them towards the World Cup in Qatar next year.
Will Scotland qualify for the 2022 tournament?
Here’s everything you need to know.
Can Scotland qualify for the World Cup 2022?
Scotland found out who stands in the way between them and a place in the Qatar tournament in December 2020.
The squad have been drawn against Denmark, Austria, Israel, Faroe Islands and Moldova in Group F.
The team launched their World Cup qualifying campaign back in March this year, when they hosted Austria at Hampden Park in the first of a triple header, resulting in a 2-2 draw.
The two sides last met in 2007, Scotland winning 1-0, but the last competitive fixture between the nations came in 1997 as the Tartan Army qualified for the 1998 World Cup in France.
After that, Scotland went on their travels to play regular recent opponents Israel on 28 March, which culminated in another 1-1 draw.
Israel are well known to Scotland after five previous meetings over the past two years, including when Scotland beat them on penalties to reach the Euros play-off final against Serbia.
But Israel denied Scotland top spot in their Nations League group and the chance for a place in the World Cup play-offs in November 2020.
Finally, it was back to Hampden to host Faroe Islands three days later, and it was a triumphant 4-0 win for Scotland.
Scotland have never lost to the Faroe Islands in seven previous international matches between the two nations.
They last met in 2010, with Scotland winning 3-0, and Faroe Islands are now ranked outside the top 100 by FIFA.
The results so far mean Scotland are currently second to Denmark in qualifying Group F for the Qatar tournament.
Denmark are four points ahead at the top of Group F after three games.
What do Scotland still need to do to qualify?
If Steve Clarke’s side manages to navigate their way through the qualifying process, they will win a spot at the World Cup finals.
Unusually, Scotland played in a major international tournament in the middle of their qualification campaign for another tournament, due to the postponement of Euro 2020 by a year.
Attention now turns to a tough World Cup qualification triple header in the first week of September, with a home match against Moldova sandwiched between trips to Denmark and Austria.
All games will be played by the end of November.
Unfortunately, reaching the World Cup is more difficult than the Euros.
To ensure automatic qualification, Scotland need to win the group.
Should they finish second - their current standing - they will join nine other runners-up in the playoffs, as well as the two best Nations League Group winners who haven’t finished in the top two of their qualifying groups.
The Nations League route is no longer available to Scotland, after the team finished second behind Czech Republic and ahead of Israel and Slovakia.
The 12 teams that reach the play-offs then go into three play-off paths, playing a semi-final and a final. These games are scheduled to take place in March 2022.
The winners of the three finals are awarded a place at the World Cup.
And it will be a winter tournament, with the opening game due to take place on 21 November 2022, with the final on 18 December - just one week before Christmas.
What are Scotland’s next World Cup 2022 qualifying fixtures?
Denmark v Scotland - Wednesday 1 September 2021 - 7.45pm
Scotland v Moldova - Saturday 4 September 2021 - 7.45pm
Austria v Scotland - Tuesday 7 September 2021 - 7.45pm
Scotland v Israel - Saturday 9 October 2021 - 5pm
Faroe Islands v Scotland - Tuesday 12 October 2021 - 7.45pm
Moldova v Scotland - Friday 12 November 2021 - 7.45pm
Scotland v Denmark - Monday 15 November 2021 - 7.45pm