The future of the Wales head coach has been the subject of speculation since last Thursday’s defeat to Bosnia and Herzegovina which ended the dream of making the USA, Canada and Mexico.
Bellamy has been linked with a number of club roles - including Celtic and Crystal Palace - even though he has two years remaining on his current contract with the Football Association of Wales.
But ahead of the unwanted friendly against Northern Ireland in Cardiff on Tuesday night - the tie he hoped would be a winner-takes-all clash against Italy - Bellamy has suggested he wants to stay on to try and guide Wales to the finals of Euro 2028.
Asked if he was commiited to staying on with Wales, the 46-year-old said: “It's always difficult after not achieving your objectives.
“Next week's an empty week because I was so looking forward to going to Salt Lake City. I honestly believed that was happening.
“So, the heartbreak was more than I anticipated. But to gain the energy, to refocus, to want go again is definitely still there. I really enjoy this. It's the best role in the world.
“Honestly, this is the best. Nothing will ever compare to this so why would I want to wish it away?
“I don't know what more I can say other than I really enjoy doing this. I still do.”
As well the frustration for Wales of not being at a second successive World Cup, the absence will be a costly one for the FAW.
Chief executive Noel Mooney has admitted it will mean missing out on a windfall of at least £8.7m ((10m Euros) which would have been used to fund grass roots development and facilities.
Bellamy admitted the consequences of failing to make the finals are a weight he feels on his own shoulders.
“My concentration was more about the players I’m leading, but I'm fully aware of the infrastructure we have here in Wales how much it needs to improve,” he added.
“We have taken big steps so far, but we need to keep improving. I've probably gone everywhere around Wales and I've seen it for myself, so I do feel guilty.
“Let me recover a little bit now, I am motivated for tomorrow, but let me just go and then I'll come up fighting again.”
While Wales try to pick up the pieces after their own disappointment, the same goes for their opponents after Northern Ireland’s 2-0 defeat to Italy.
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Wales will be without midfielders Jordan James and Rubin Colwill, who have returned to Leicester City and Cardiff City respectively, after picking up injuries.
Leeds United winger Daniel James is also a fitness doubt, while Northern Ireland have been hit by the withdrawals of Ali McCann, Ruairi McConville, Paddy McNair and Bailey Peacock-Farrell.
But it is the emotional bruising for both nations that is more likely to be the theme of this unwanted Celtic clash.
Bellamy, however, insists his own crushing disappointment will be put into perspective by time spent with his two young children.
“I have to bring myself back into reality,” he added.
READ MORE: Craig Bellamy Admits Wales Let World Cup Chance Slip Away As FAW Start to Count £10m Cost
“It will be more intense, of course, and that’s why it will probably be two weeks, or it might take a little bit longer.
“But I have young kids and they will definitely pick me up. Do you actually believe they care what happened? When you're a five-year-old, you haven't got a clue what happened.
“It's like, yeah, let's start playing Barbie. Let's get Belle out. Who's the Beast? I'm the Beast, let's go.
“Kids have a great way of being able to bring you back to reality.”
