Wales' most capped player Jess Fishlock says the squad were "sad, surprised and emotional" when they heard about the departure of boss Jayne Ludlow.
Ludlow left her job this week by mutual consent after over six years in charge.
Fishlock, 34, says she does not mind if the next manager is Welsh and she has no preference as to whether Ludlow is succeeded by another female candidate.
"It needs to be the right person for the job, there should be no gender bias at all," Fishlock told BBC Sport Wales.
"As a national team at the elite level, where we want to go, it should be the best candidate for the role regardless of gender.
"Should it be a Welsh person or a woman? If you could find me another Jayne Ludlow I would say yes, but that candidate does not exist right now.
"I think it needs to be the best candidate.
"But you need a level of understanding of how the women's game works. I think it's hard to come into it when you've never worked in the women's game."
Football Association of Wales (FAW) chief executive Jonathan Ford has promised a "thorough recruitment process," and Fishlock said the appointment is crucial.
Fishlock said Ludlow's successor should be allowed to concentrate on the senior side, as opposed to Ludlow who was also responsible for Wales' age grade teams, adding that she thinks "that is something the FAW is aware of."
"We are all getting older, the next two or three years are imperative, we don't want to waste time in transition," she added.
"We are all eager to build on what Jayne has done and qualify for a major finals, that is our goal."
Ludlow, the first Wales women's manager to preside over more than 50 matches, helped them to become a top 30 nation after taking over in 2014.
Wales twice came close to reaching a play-off for a first major finals, finishing second to England in World Cup qualifying in 2018, a campaign which saw Ludlow's side go 687 minutes without conceding a goal.
Wales were also edged out by Northern Ireland in European Championship qualifying in 2020, losing out on a head-to-head record after two draws with Kenny Shiels' side.
Fishlock says Ludlow's impact on Welsh football has been huge, despite the disappointment of the last campaign.
'We are really going to miss her'
"At the end of the campaign it was a disappointing one for us and it was right it was reviewed, we deserve criticism when we fail," Fishlock told BBC Sport Wales.
"This campaign was disappointing for us, we weren't good enough and that's not all on Jayne.
"We all expected to go again together, but conversations were going on behind the scenes with Jayne and the FAW. For us players, like the fans, it probably comes as a bit of a shock.
"We are really, really going to miss her.
"She changed the nation and our view on women's football. She drove the team that changed the view of women's football in Wales. That is her legacy.
"She's a legend from a player and coaching perspective, she will go down as one of our most influential football people and she should."
'A turbulent relationship'
Ludlow and Fishlock, formerly team-mates, have had a rocky relationship at times, with Ludlow stripping Fishlock of the Wales captaincy in one of her first acts as manager.
However, the OL Reign and Reading midfielder says she enjoyed playing for Ludlow.
"There is no hiding my relationship with Jayne has been turbulent, at the beginning it was a lot rockier and harder, but as the years have gone on we've developed a mutual respect for each other and now I would say, really enjoy each other," she said.
"I have grown to have a lot of respect for Jayne as a coach and a person. She was my team-mate and opponent and I've seen her evolve into a really fine manager.
"She's a really nice person... our relationship started rocky, but ends with a hell of a lot of respect from me."
Fishlock said there has been a sadness among the players that Ludlow has left.
"It's been emotional, it comes as a bit of a surprise for us players," she said.
"We need to process that Jayne will not be with us more, it is sad. We are really quite emotional about it.
"We have a process now of coming out of the Jayne era and into something new... she's really had an impact on all of us."
'It won't be me!'
Fishlock has entirely ruled herself out of the running to replace Ludlow, saying she wants to continue her playing career.
Wales appointed Mark Hughes, Gary Speed and Ryan Giggs at the start of their managerial careers, but Fishlock does not intend to continue that trend.
"Being a manager of Wales would be an ultimate dream of mine, but not right now. I really enjoy playing football. I don't want to retire and take my priority away from playing," she said.
"I am not ready for it. One day I will be banging Jonathan Ford's door down for the job, but not right now."