Still in with a chance of winning the Golden Boot, White scored her sixth goal of the tournament in the first half of the 2-1 defeat at the hands of the United States.
She netted again, only to see it ruled out for offside following a VAR review, while the penalty for England - saved by Alyssa Naeher - came about because White was fouled with the goal open.
"100% [I knew it was penalty]," White told 90min's Ben Haines after the final whistle.
"I was running up to the referee saying 'that's a penalty', telling her to go to VAR. I was chasing her around the pitch telling her where to go. I was 100% I was going to kick it in the goal and the girl just swiped my leg," the new Manchester City star added.
As the ball came across to her, waiting to just be turned into the goal, White said that her 'eyes were like dollar signs'. A goal then would have tied the action-packed game at 2-2. As it was, the penalty was given, but Steph Houghton was unable to beat Naeher.
"I was so excited that it was coming to me, so I'm devastated that I couldn't get on the end of it. But we got a penalty and there's no blame in this team. It's courageous [for Steph] to step up and take a penalty and we had other chances to score," White stated.
Some have asked why England's star forward, a contender for the Golden Boot award, didn't take the ball for herself, but White explained that Houghton was the designated penalty taker, once again praising her captain for having the courage to take it.
"I'm not on penalties, so I'm not going to take penalties from anyone," the 29-year-old said.
"The staff make that decision, I don't. Steph was on penalties, and fair play to her she stepped up. For me, it's courageous to step up and take a penalty and the keeper made a decent save and it is what it is. We're not individuals here, we don't blame anyone. We're a team."
As for how she felt to end up on the losing team, White described the devastation to have come so close to making history for England, but is equally filled with pride.
"We wanted to leave everything out on the pitch and I think we did," she explained. "For me, I'm proud to be English, I'm proud to be part of this England team. We've got some very talented players, and players that will go on to other tournaments and do amazingly well.
"We had such belief that we would make this final and we're devastated not to have stepped over the mark. But we've got a game on Saturday and have to pick ourselves up."
England will conclude their 2019 World Cup journey with a third/fourth place playoff on Saturday, where they will battle to win a bronze medal for a second consecutive World Cup.