The 20-year-old striker was part of the England squad that bowed out of the European U21 Championship at the first hurdle after a string of dismal results.
Wickham was left bitterly disappointed, but is determined to respond in a positive manner by performing well for his club side in pre-season.
New manager Paolo Di Canio put his faith in Wickham last season, recalling him to the first-team, and he plans to repay the Italian.
Wickham told the Northern Echo: "For now, it is just back to the club, work as hard as I can and try to get into that Sunderland team. Now obviously there is nothing we can do about this tournament - it has gone.
"For me personally, I am looking to the next one, but first and foremost I want to get back into the Sunderland team and starting to play football again."
The former Ipswich player accepts that England's players must take the blame after failing to meet high expectations of them ahead of the tournament.
"The mood was devastation," said Wickham. "I don't think there are any players in there that are going to be proud of what we have put in. We have let the country down and we have let ourselves down in the tournament.
"I honestly couldn't tell you why it went wrong. I think coming into the tournament we had a lot of confidence. We knew we had strength in numbers but obviously when it came down to it we just weren't good enough."