Chris Gunter, who started Wales' 1-0 defeat against Italy in Rome, famously made a chin-up gesture to Welsh fans following Euro 2016 defeat to England
Defender Chris Gunter has criticised the "joke set-up" of Euro 2020 after Wales' last-16 exit against Denmark.
After playing their first two tournament games in Azerbaijan, Wales faced Italy in Rome before meeting the Danes in Amsterdam.
While three of their four opponents were backed by a significant number of fans, only a handful of Wales supporters were able to attend matches.
"Every nation had fans wherever they went," Gunter wrote on social media.
"[But Wales did not] apart from the 350 who broke government rules and bank accounts to be there.
"You and us deserved more from this joke set-up of a tournament, but who said life was fair.
"Have a cry, but then smile that we were dining at the top table yet again."
Uefa has been asked to comment.
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This year's European Championship is being held across the continent for the first time in the competition's history to celebrate its 60-year anniversary.
The Football Association of Wales was unsuccessful in a bid to host four Euro 2020 games at the Principality Stadium in Cardiff.
Only Wales' opening Euro 2020 game, against Switzerland, was played in front of a largely neutral crowd.
Turkey were backed by around 30,000 Turkish and Azeri supporters in Baku, while a crowd of 15,000 – most of whom were home supporters – watched Wales' 1-0 loss to Italy.
While Danish fans were allowed to travel to the Netherlands for Saturday's last-16 tie, their Welsh counterparts were not.
Writing on Instagram, 102-cap Gunter said "it hurts like mad" to be heading home after the 4-0 loss to Denmark.
But the Charlton Athletic player added: "This country is in safe hands with the squad we have believe me, I'd go to the trenches with every member of this team and staff.
"Suck it up, keep your chin up, we'll be all right, trust me on that."