The Wallabies mentor has been at the helm for five years and said he would step down from his post unless the Wallabies won the World Cup. It appears Australia will be searching for a new coach.
Cheika looked like a broken man after the result, staring down as he went through an on field interview.
"I thought we played quite well for the first 50 or 60," he said. "We gave away two intercepts, and they defended well. The better team won and you've got to suck that up sometimes. We were supposed to get things done for the people here and for Australians — I'm f***ing so disappointed."
Cheika said he didn't know what he would say to the players but that he wanted the nation to know that they put everything they had into the game.
In his post-match press conference Cheika bristled when asked about his uncertain future and refused to announce if he will fight for his job or not.
A series of peppering questions finally caused him to challenge a reporter.
"It's a cruel, cruel world nowadays when you're asked those questions two minutes after your World Cup is finished," Cheika said.
"If you'd find it inside you to find a little bit of compassion to just ask more relevant questions ... think about peoples' feelings for a minute. Just chill."
Asked if the Australian public deserved an answer, Cheika said: "When the time comes, I'll tell them. They don't need to know today, it's not going to kill them."
Aussie rugby commentators were confident it would be the last time Cheika led the Aussies into battle.
Humiliating. England thrash Australia 40-16 in the #RWC2019 quarter-final. Clear from the start Wallabies plan was high-risk low-reward. Cheika will go, his all-out attack mentality as admirable but unrealistic #AUSvENG
"For the last four years, they've been poor and they've been poor this World Cup," Barnes said. "But when he said 'we gave everything', giving everything I'm afraid, isn't enough in international sport. You give everything physically but you have to be smart mentally. And this Australian team, there were times against Fiji and times against Wales when they have not been a smart team. England, no matter how dull they've been at times in the pool stages, have been smart and that's the difference."
Phil Kearns said the issues have been going on for much longer than Cheika's tenure.
"It's not just Michael Cheika's fault, our coaching for the past 15-20 years has been terrible and I mean not just at Wallaby level but at juniors and the skills we teach them and the way we ask them to play the game," he said. "We teach this shape and pattern and structure and process, which is all rubbish because if you can't catch and pass and kick and tackle, you can't play the game."
Wallabies skipper Michael Hooper said England controlled how the game was played and the side was devastated.
"We're really upset, we emptied everything into this," Hooper said. "And we didn't get it which is pretty gutting for a lot of reasons. Firstly, there are a lot of guys who are leaving, secondly we had a great supporter base over here to push us along. To not be able do it for them and ourselves, it's pretty gutting."
The Wallabies and England have had a long history of World Cup clashes but when it comes to important matches, the Poms again showed they can get up for the big games.
Australia won World Cup matches in 1987 and 2015 in the pool stages as well as sealing the World Cup with a win in the 1991 World Cup final.
But since then, it's been all England in the important stages of the World Cup.
Few Australian fans will be able to forget the 2003 World Cup final when Jonny Wilkinson broke our heart with an extra-time field goal in Sydney.
But England also eliminated the Wallabies in 2007 in the quarterfinals, and have now nailed the Wallabies coffin shut again in 2019 in Japan.
It's only the ninth edition of the World Cup and the grudge match is still coming up in England's favour.
It was a dire night for the Wallabies when England tallied their 30th point, it was the nation's biggest ever score in a World Cup playoff game.
England's 17-point haul was the most points they have ever scored in the first half of a Rugby World Cup knockout stage match, surpassing the previous milestone mark of 14 points against the Wallabies in the 2003 World Cup final.
MISTAKES, TACTICS TAKE DOWN WALLABIES
It all started so well for the Wallabies.
The opening 10 minutes was all Australia as the Wallabies controlled around 90 per cent of possession but all they had to show for it was three points.
As the Wallabies have been taught so many times over the years, you've got to make them pay when you have the ball.
As the possession started to even out, England struck with Johnny May scoring back-to-back tries in his 50th Test match for his country.
It was a dagger through the Wallabies' heart as Australia tried to stay in the game.
It was the mistakes once again that were killing Australia with a dropped ball inside the 22 handing England its first score, before an 80m intercept and length of the field try for May's second.
With the game and the tournament on the line, it was far from what the Aussies needed.
The Wallabies went to the break 17-9 down after kicking three penalty goals.
Australia looked to have started the comeback when Marika Koroibete scored three minutes into the second half but England's tight-head prop Kyle Sinckler restored the lead three minutes later with a soft try as England ran away with the result.
Australia their own worst enemies here. This run at all costs rugby is just foolish against a team of England's quality is gifting so much field position and putting pressure on themselves. England lapping it up. #RWC19#ENGvsAUS
Former Wallabies great Phil Kearns said England were excellent but was not as kind to Australia.
"From us, really dumb stuff in so many places," he said. "Our kick-offs, the decisions we made around out kick-offs, the decision not to take three points with 25 minutes left at the end there, poor lineout calls."