Bellingham sent the round 16 tie into extra-time with a late stunner before Harry Kane found the winner.
He later said, "It's a feeling that is like no other. In international football, in knockout football, it's even a worse feeling, because you're 30 seconds from going home, having to listen to all the rubbish, feeling like you have let a nation of people down.
"In one kick of the ball, everything can change. It's a feeling I don't like to have but when it's done, it feels great.
"It's a habit I've picked up from Madrid. Obviously my game has improved a lot since I've joined and I'm grateful I could bring it to this game."
Real Madrid star Bellingham added: "You know what I mean by the rubbish…
"Playing for England should be the most proud moment of your career but often it's quite difficult. There's a really high intense pressure. The fans expect a lot from us regardless of what happened in recent tournaments years and years ago.
"People talk a lot. You do have to take it personally a little bit. We work so hard at this game. We come in every day, we work hard to put on a performance for the fans, sometimes it doesn't go well and sometimes it feels like there's a a bit of a pile on, it's not nice to hear.
"But you can always use it and for moments like that, it's nice to throw it back to some people."
On his celebration, he continued: "The adrenaline gets you. It's a combination of a lot of things.
"Playing for England is an enjoyable feeling but it's also a lot of pressure.
"It's very difficult when you talk in press conferences and interviews to talk as openly as footballers want to because they're always judged.
"For me, football, being on the pitch, scoring goals and celebrating is my release. Maybe it was a message to a few people. I was very happy at the end, lots of adrenaline.
"The main thing is we showed character. You don't experience things like that if you don't have the adversity of the two draws, of going 1-0 down. It's brilliant because it shows a reaction."