The man who scored 30 goals in 63 games for his country could not contain his fury at FIFA's executive committee.
Newcastle legend Shearer, 40, said: "There's anger there, absolutely. When you work as hard as a lot of people have done, then to be defeated like this, it is hard to take.
"I'm numb, shocked, surprised and disappointed.
"I don't know what it's down to because I don't know what goes on behind those doors downstairs.
"We wouldn't have changed anything, particularly the way the presentation went.
"The guys put our bid over excellently and they couldn't have done any better.
"When you have the Prime Minister and Prince William behind you and for them to be here for three days, then we were all pretty confident.
"What's been said and what's been done, we don't know.
"But as hard as it is, you have to congratulate Russia."
