The Socceroos can no longer simply settle for making World Cups - it’s time to start making a mark on the global stage.

That’s the message from former captain and four-time World Cup attendee Mark Milligan after Australia’s heartbreaking round-of-32 loss to Egypt on penalties.

The Socceroos are still searching for an elusive World Cup knockout win after drawing 1-1 after regular and extra-time, then losing the shootout 4-2.

“These moments are hard to see. I don’t like seeing them. I’ve lived those moments as well, and now we’re seeing it again,” Milligan said on SBS.

“When are we as a nation and as a federation well, decide who we are?

“When we qualify, is that just always going to be enough? What do we want moving forward?

“I think with this group of players especially - and Popa’s done a fantastic job assembling them and getting them where they are.

“But if you look back at the last 10 years, we’ve gone from Ange (Postecoglou) to Arnie (Graham Arnold), who is very different to Ange - very good at what he does but very different to Popa who again is a shift in what’s happening.

“You look at the continuity that other countries are trying to build because you see a clear goal in them wanting to achieve something.

“I don’t like seeing these moments ... I want to know when we’re going to put something together to know there’s something beyond that feeling.”

Milligan said it was important to focus on whether the way Australia had played in the 120 minutes before penalties were enough to win the game.

Former Socceroos winger Tommy Oar added: “The common, I guess, criticism of ‘Popa’s’ team under his tenure has been that we often set the team out not to lose rather than to win.

“We saw that again today.”

Milligan, now the A-League Men coach at Newcastle, believes playing with attacking intent would get the best out of the current crop.

“Fundamentally, when you go out to win a game of football and that intent is just instilled in every player and they have that belief and it’s front-foot attacking football, these things seem to go your way more often than not - rather than waiting for something to go wrong,” he said.

“That almost felt like what we did today as we headed toward that penalty shootout.”

Milligan urged FA to maximise a talented group of players headlined by Nestory Irankunda, Mohamed Toure and Jordan Bos.

“It’s not on Popa, it’s on us as a footballing nation, a federation, to be clear, come out and let us know,” he said.

“I’ve watched this now as a fan and I want to know what the future of Australian football looks like.

“At this very moment in time, the crop of players he has, we’re probably in the best place we’ve been since the golden generation.”