The 27-year-old was left visibly upset after he was substituted by coach Pape Thiaw in the 66th minute for Lamine Camara with the Lions of Teranga still leading the match 2-0.
However, two late second half goals saw Belgium draw level and force the match into extra time, where they scored a winner from the penalty spot in additional time of the second stanza.
Gueye took to his social media to announce that he will not be making himself available for selection while Senegal still has the same technical team.
"I will come back later to talk about the reasons for the elimination," said Gueye on his social media post.
"But today, I am announcing that as long as this coaching staff remains in place, I will stop playing for Senegal."
The central midfielder featured in all four matches at the World Cup but did not complete 90 minutes in any of them, even scoring a brace and providing an assist as a substitute against Iraq.
The Senegalese Football Federation is yet to respond to the player's statement.
South Africa's historic FIFA World Cup campaign has reignited the debate over the future of Bafana Bafana coach Hugo Broos, but Sports Minister Gayton McKenzie believes the Belgian has already done enough to be immortalised.
Bafana Bafana captain Ronwen Williams admits the pain of their painful FIFA World Cup exit will linger after South Africa conceded a dramatic stoppage-time goal against Canada in the Round of 32.
Portugal head coach Roberto Martinez said his side were ready to begin what he described as a "second World Cup" as they prepared to face Croatia in the Round of 32 in Toronto on Thursday.
Barcelona president Joan Laporta has confirmed the club have submitted an official offer to sign Atletico Madrid striker Julian Alvarez as the Spanish champions step up their search for a replacement for Robert Lewandowski.
