Rashford, Sancho and Saka have all been racially abused online since the game.
England captain Harry Kane says last night's Euro 2020 final defeat to Italy is "going to hurt for a long time".
Gareth Southgate's side were beaten in a penalty shootout, with the game finishing 1-all after extra time.
Marcus Rashford, Jadon Sancho and Bukayo Saka missed their penalties, but Kane has told them to keep their "heads held high"
Southgate says the decisions fall on his shoulders:
Rashford, Sancho and Saka have all been racially abused online since the game with the Metropolitan Police investigating social media posts.
British Prime Minister Boris Johnson says the team should be "lauded as heroes" and those abusing players online should be "ashamed of themselves".