The 21-year-old headed Scotland in front at Hampden in first-half injury-time on Friday night but his and manager Gordon Strachan's competitive debut ended in a 2-1 defeat.
Hanley, who was watched by his parents, sister and uncle, told www.scottishfa.co.uk: "I went from the high of scoring to being really disappointed by the end, to the point where the goal felt irrelevant."
He added: "To have scored and won the game would have been a great feeling but looking back, even accounting for the bad result, I can still be proud to have scored for my country at Hampden.
"My family helped me realise that afterwards. It was a strange feeling because they were really proud of me but could see I was disappointed when I went up to see them and tried to cheer me up."
Scotland's defeat kept them bottom of their World Cup qualifying group ahead of Tuesday's clash against Serbia in Novi Sad, and Hanley's target is to restore pride.
The Blackburn defender said: "We started the game nervously - and I include myself in that - but we weathered the storm and eventually got in front.
"From then we played well and created some chances ourselves to kill the game.
"The table doesn't make good reading but the task now is to improve on our standing and to do that we need to get back to winning games again and rebuild our confidence."