But she wasn't hanging her head.
Being scored on in the shootout by Canadian captain Hayley Wickenheiser, arguably the best women's player in the world, is nothing to be ashamed about, Vetter said.
"I was joking after the game that I was going to make my first game against Canada memorable and definitely going into a shootout and having Wickenheiser score on me, I'll definitely remember that," said Vetter, a 21-year-old from the University of Wisconsin, who's been on the U.S. under-22 national team.
"Hopefully, I'll learn from this game and build into my future."
Veteran American netminder Chanda Gunn will likely get the start Sunday night against Finland, and in Tuesday's gold-medal game if Canada and the U.S. meet in the final as expected.
Canada, the U.S. and Finland are competing in a playoff round to determine who makes it to the gold-medal game. Canada plays Finland on Monday.
The Americans are the defending world champions after beating Canada 1-0 in a shootout final in 2005. Canada and the U.S. have met in all nine world championship finals, and 2005 was the Americans' only victory.
You'd think the heated rivalry between the squads would have had the Americans angry after they gave up a 4-2, second-period lead Saturday, but captain Krissy Wendell said they're letting the loss roll off their backs.
"It means we've got to win (Sunday) and, hopefully, play them again on Tuesday," said Wendell, who's playing in her sixth world championship and notched a goal and an assist against Canada.
"I thought we played really well. A shootout is a coin toss."
The U.S. revamped its squad after last year's Olympic Games, where Sweden upset the Americans in the semifinal. The Swedes went on to lose to Canada in the gold-medal game.
U.S. head coach Mark Johnson, in his first year with the team, wasn't concerned his players didn't appear to be overly upset after the loss.
"It's a hockey game, you're supposed to have fun playing it," Johnson said. "We were upbeat, we were excited to go into overtime and then you get in a shootout, it's fun. Unfortunately, we came up a little bit short in the end.
"Our mode is we take things that we did well in this game and we'll talk about it in the morning and get ourselves ready to play Finland."
One thing the Americans were impressed with a noisy, capacity crowd of 15,003 at MTS Centre. The most people Vetter has played in front of was about 5,000.
"It was just a very fun atmosphere and a fun game," Vetter said. "We were all talking, it doesn't matter if they're cheering against us or for us, we just enjoy having fans in the stands."
The Americans' other goals were scored by Gigi Marvin, Natalie Darwitz and Jenny Potter, who gave birth to her second child in January.