The Real Madrid player was taken off during the second half of Monday's 4-0 defeat by Germany after stretching to try and control an over-hit pass.
"It's a very sad moment for me, and one that I want to forget as quickly as possible," Coentrao told the FPF.
"Of course, any player wants to take part in a competition like this."
"I can't help the team or do anything for the team, the pre-season starts in one month so I have to think about getting better by then so I can help Real Madrid," he added.
"On Sunday, we (Portugal) have another game against the United States and we have to face this game as if it were the last game of our lives."
The FPF said Coentrao had suffered a second degree strain on the adductor muscle in his right thigh.
"Due to the severity of the injury, he will be unfit for competitive football for a period which extends beyond the duration of the World Cup," it said in a statement.
The 26-year-old is playing at his second World Cup and his place in the team is likely to be taken by Andre Almeida.
Hugo Almeida went off injured in the first half and was reported to have a grade one strain in his left thigh. Patricio, who played the whole game, all suffered a thigh strain.
"Hugo Almeida and Rui Patricio's injuries have the possibility of a clinical recovery during the competition, and they have started programmes of rehabilitation," said the FPF.
- Sports & Recreation
- Hugo Almeida
- Rui Patricio
- Real Madrid