It marks the country’s best result in a World Cup since 1990, when they also finished fourth, and is Belgium’s best-ever finish.
England went behind in the fourth minute when Belgium’s towering striker Romelu Lukaku played Eden Hazard through out wide.
The Chelsea forward whipped the ball into the box and Thomas Meunier got ahead of Danny Rose to tap it in at the far post.
England played with passion and showed their ability with a number of chances, but ultimately weren’t able to bring the game level after slipping behind.
An incisive Belgium breakaway in the 82nd minute saw Hazard slip past Phil Jones and solidify the result.
The game marked a downbeat end to the tournament for England, but it was a campaign that has sparked renewed hope in the national team.
Enda Brady, Sky’s correspondent in St Petersburg, wrote: “You could some up this campaign in one word for England – progress. Maybe even pride.”