Italy snatched the equaliser by a goal from Alberto Gilardino at the 89th minute to make it a 2-2 draw.
But Manchester United defender O’Shea was happy with their play-off place.
“We’re feeling heartache. Devastated,” said O’Shea. “To concede two sloppy, shocking goals the way we did leaves such a bitter taste in the mouth.
“Italy should be under huge pressure now to get a result against Cyprus, but we let that slip.”
