Neymar, who is captain of Santos, was consoled by his teammates.
I am extremely ashamed, I have never experienced anything like this in my entire life. I cry with anger, over everything. It was a terrible day, that's the truth, he says.
Two of Vasco da Gama's goals were scored by former Liverpool and Barcelona player Philippe Coutinho.
Immediately after the 0-6 loss, coach Cleber Xavier was fired by Santos. He has been training the team since April.
The Brazilian top team, where Pele also started his career, is in 15th place in the league, two points from relegation.
Neymar returned to Santos earlier this year after an unsuccessful stint at al-Hilal. The contract runs until the end of the season.
