Former France striker Nicolas Anelka has penned a heartfelt letter to his countryman Kylian Mbappe following their nation's heartbreaking exit from Euro 2020 last week.

France were 3-1 up with less than 10 minutes remaining in their last-16 tie against Switzerland, but were sensationally dumped out of the tournament after the Swiss grabbed two late goals to secure a 3-3 draw after 90 minutes.

Ultimately, the tie was decided on penalties and it was Mbappe who was the man to miss the decisive spot-kick. Anelka himself knows how it feels to fail from 12 yards on a major stage, having missed the crucial penalty for Chelsea in their 2008 Champions League final shootout loss to Manchester United.

"A penalty shootout is the best way to settle a match when you are victorious but when you are vanquished it is very cruel," said Anelka in his letter for The Athletic (subscription required).

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"It is a scar that marks you, that fades but doesn’t ever really go away. You feel all alone. You have to live with it...But you will never completely forget. I never forgot. I will never forget." 

The 42-year-old then tried to reassure Mbappe that he was far from the only culprit for his side's demise - and insisted that the experience could even make him mentally stronger as he moves forward in his career.

"For me, France’s defending was too vulnerable. The next matches and the next performances out on the pitch will show everyone how mentally strong you are. It might even be something to make you stronger. We will see in future matches, in future seasons."

However, while Anelka has advised the 22-year-old to try not to dwell on his Euro 2020, the veteran does want Mbappe to think long and hard about whether he can achieve everything he wants to in his career with his present club Paris Saint-Germain.

Mbappe, who scored 42 goals in 47 appearances in all competitions last season, is currently the joint-third favourite to win the 2021 Ballon d'Or trophy. He sits (alongside Cristiano Ronaldo, Robert Lewandowski and N'Golo Kante) as part of a group of four behind Harry Kane and Lionel Messi in the reckoning for the coveted prize, according to oddschecker.com.

Read more: Messi, Ronaldo, Kane: Who are favourites to win the 2021 Ballon d'Or?

However, Anelka - who represented PSG across two spells in his own career - is not confident that the Ligue 1 is competitive enough for Mbappe to sufficiently stake his claim to be crowned as the world's best player.

"You have done so well since coming through at Monaco and taking it to a new level at PSG. You play at a team that has evolved into a big club capable of winning the Champions League. It seems you will stay for another year, then there is a big choice to make. It is a bit more complicated for you than it was for me. You have at least two choices — stay in Paris or move to Real Madrid. Both of them can win the Champions League these days. When I was at PSG, that wasn’t the case," Anelka told Mbappe.

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"That choice depends on what you want to achieve in football. If you want the biggest accolades, you will have to move from PSG at some point. Whatever you do in Paris will be good, but somebody will always say, “Well, you did great for PSG but it was only in France. The best leagues are in England and Spain, so you didn’t compete with the best players in the best league.

You will have to decide. If you want to win the Ballon d’Or, which is what you should be looking at to echo Cristiano Ronaldo and Lionel Messi, you will have to compete with the best. You can’t say you compete with the best all the time when you are at PSG. The French league is not easy, don’t get me wrong, but I think the toughest league is in England. So, if you want to be one of the best, then do what you do in Paris but with Chelsea or United or Arsenal or Manchester City or Liverpool. Or go to Spain to Madrid or Barcelona. Or maybe Italy. Then we can speak about a more global impact," he reasoned.

Anelka, undoubtedly, has a strong point. No player from the French top flight has won the Ballon d’Or since Marseille's Jean-Pierre Papin lifted the prize in 1991. If Mbappe truly desires the top individual accolade in the game, then perhaps a move away from the Parc des Princes is inevitable.