Gore signed with the Colts in March 2015 after spending the first 10 years of his career with the San Francisco 49ers, believing he'd propel the Colts to the Super Bowl.
The Colts were routed during the 2014 AFC Championship Game by the New England Patriots and haven't returned to the playoffs since.
"I thought I was one of the missing pieces they needed to get them over the top," Gore said to Mike Chappell of CBS 4.
"It didn't happen and, yeah, it was frustrating. It's a team game. Coming in and what it was and going backwards, that's tough."
Gore hasn't missed a game during his two seasons with the Colts, rushing for 1,025 yards and four touchdowns in 2016.
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