The German, 64, managed his country to glory in 2014.
Following Die Mannschaft’s 1-0 victory over Argentina, courtesy of Mario Gotze‘s extra time winner, Low felt a little overwhelmed.
Recounting the experience while appearing on the ARD podcast, he said: “It’s hard to describe, but I wanted to be alone.
“I locked myself in a toilet because there were people everywhere in the cabin too, but I wanted to feel.
“Did it all really happen like that? Or is it just a dream.”
Expanding on why he headed to the dressing room loos at the Maracana, Low continued: “I wanted to be alone somehow, but of course I had a hard time being alone.
“Let’s just say my mood wasn’t as high as I thought it would be before, if you won the World Cup, I never expected that.”
Following the celebrations back in Germany, Low headed to Sardinia for a family holiday.
He still didn’t feel the elation he thought he should, however, adding: “I woke up a lot at night. Situations that were on my mind.
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“I slept poorly and then this tiredness and heaviness from within. It all came together and, I have to be honest, after a few days it wasn’t an easy time for me.”
Low continued on with the German national team, overseeing another World Cup and two more European Championships.
He could not replicate his previous success, however, and resigned in 2021.
The veteran boss has not returned to the dugout since leaving the post, while he has not held a role in club management since being in charge of Austria Wien during the 2003-04 season.
Despite this, he insists that he is not retired.
He added: “I’ll be really open about it from the summer onwards and then I’ll examine options that are available.”