The Dolphins won 2-0 against Oxford City on Saturday’s final day but Hungerford Town’s 1-0 victory at East Thurrock United sent Killick’s men down.
Poole’s two-year stay in the National League South is over and Killick admitted that he was always confident his side could climb out of trouble.
But it wasn’t to be and the Dolphins must now prepare for a return to the Southern League.
Killick told the Bournemouth Echo: “If I was brutally honest, I was always optimistic we would be able to do what we did but I always feared things with East Thurrock perhaps weren’t going to go our way.
“I know the impact it has on everyone with the people running the club and the supporters, but I work in very close relationships with the players because I see them three times a week.
“I am so sad because I know that group is good enough and deserve to be in the league.
“That was not where the difficulty was. It was earlier in the season and we just didn’t have a strong enough squad.
“That is where I feel the players have been let down, not by the club, but by me in terms of not having a strong enough group earlier in the season.”
For more news, reaction and action from across the National League, like us on Facebook and follow us on Twitter and Instagram.