The former captain argued the Selecao failed to provide enough world-class support around the former Barcelona star, leaving the forward to shoulder the pressure alone since emerging as the country’s main star in 2010.
"I spoke to Roberto Carlos and said: 'What a shame that this boy is alone,'" Cafu told ESPN.
"He spent 15 years with the obligation to do everything, and doing it alone is no use. When you talk about the national team, you have to share the responsibilities."
Cafu compared the current era to past Brazilian teams filled with match-winners capable of deciding games collectively.
"In 2002 we didn't repeat the best player on the pitch even once," he continued.
"If Neymar had the support we had in 2002, he wouldn't need to be the best on the pitch every time. Unfortunately, we have had Neymar alone for a long time and we threw everything on top of him."