Ireland were well beaten at home to Denmark on Tuesday night, going down 5-1 to leave their World Cup hopes lying in tatters.
The Canaries legend was an unused substitute on Saturday night as Martin O'Neill's team held the Danes to a 0-0 draw in Copenhagen in the first leg.
The Danes booked their ticket to Russian Federation with a brilliant 5-1 win in Dublin, Eriksen's treble sandwiched by a Cyrus Christie own goal and Nicklas Bendtner penalty after Shane Duffy had put the hosts into an early lead.
Solid and organised four days ago, and leading early on Tuesday, they completely capitulated, leaving manager Martin O'Neill to face hard questions over his tactics, halftime changes and whether the occasion got to his players.
"It's a insane feeling, we've been fighting together for so long since the qualification started", he said.
"We were well beaten in the end", O'Neill told RTE.
Wes Hoolahan and Robbie Brady dejected after conceding a third goal. We had to chase the game and Denmark took advantage. "They deserved to go through after beating us convincingly". "We obviously got off to a great start and perhaps James second goal (had he scored) might have made a big difference in the game", he said. "That didn't happen and Denmark were clinical".
The result sees Denmark cement their place at next summer's World Cup from the European qualifiers, alongside Sweden, Switzerland and Croatia.
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"It is an incredible feeling", said Eriksen.
"There is two-on-one for a corner and Harry gets beaten but we should still be able to clear the ball and we haven't done that and the next goal is a comedy of mistakes".
"'Thank you very much for giving us space', because they locked us down in the first leg very well and Eriksen was out of the game, and today he was fantastic."
"It is not often I score any hat-trick so of course it is incredible".
Eriksen bagged his second of the game on 63 minutes, again producing a superb finish after good work from the effervescent Pione Sisto.
"Denmark were stronger, they were better than us on the evening and well done to them".
"Mentally I have grown up".
Denmark's Andreas Christensen takes a shot that went in off Cyrus Christie for their first goal.
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