Newcastle suffered a 1-0 defeat to Watford away from home in the third round of the prestigious competition on Saturday afternoon.
Troy Deeney’s goal on the stroke of half time proved to be the difference between the two sides at Vicarage Road.
Newcastle legend Shearer was following the game, and he was disappointed with the Magpies’ exit from the FA Cup.
Meanwhile, former Newcastle forward Micky Quinn has sent a sarcastic message to the club on Twitter.
Over the course of the 90 minutes at Vicarage Road, visitors Newcastle had 55% of the possession, took eight shots of which just two were on target, and earned nine corners.
Steve McClaren’s side are third from bottom in the Premier League table at the moment with 17 points from 20 matches, two points behind 17th-placed Swansea City.
I preferred it when Newcastle didn't try in the Cups. At least then we had an excuse! #NUFC #CupsandTop8 #EmiratesFACup
Another great cup run comes to an end,never mind we can concentrate on getting relegated now