The 25-year-old Dutchman struck 11 times, all at St James' Park, but was unable to prevent the Magpies from slipping into the Sky Bet Championship.
Wijnaldum, a £14.5million summer signing from PSV Eindhoven, told the club's official website: "In your first season if you can score 11 goals, it gives you confidence.
"But I'm devastated that my goals didn't help the club to survive.
"It's difficult to be happy if you're relegated. I scored goals, but they don't have a meaning any more because we are relegated.
"I've never played in this situation."
Newcastle find themselves in a state of flux once again as they await an answer from Rafael Benitez over whether or not he is to remain as manager in the wake of relegation.
The 56-year-old Spaniard is yet to activate the get-out clause in the three-year contract he signed in March after positive talks with owner Mike Ashley at the weekend and ongoing discussions with managing director Lee Charnley.
It seems inevitable that there will be changes in the playing staff this summer whoever is at the helm, with the club having to cut its cloth accordingly for life in the lower division while some of the higher-profile players will perhaps receive better offers.
Wijnaldum, who signed a five-year deal, could find himself in demand, although his first season on Tyneside was mixed with his impressive displays before Christmas giving way to an extended ineffectual spell afterwards.