The three-time gold medallist and defending champion finished fourth at the Genting Snow Park in Zhangjiakou.
"It's done and I'm so relieved," White told Olympics.com in the aftermath, as he reflected on an emotional morning.
"Riding down to get to the half pipe, just watching the Sun come up over the hill and the turbines and [the] beautiful, beautiful place we're at , [I was] just trying to squeeze every little moment out of this process.
"And obviously, I wish I would have done better in my runs. I mean, there's a reason: my back leg was like, giving out on me, it was so sore, maybe it's the nerves. It was just locking up and I did what I could and I'm proud of fourth."
The American finished just off the podium, which featured Olympic champion Hirano Ayumu (Japan), silver medallist Scotty James (Australia), and Switzerland's Jan Scherrer.
White congratulated the medallists afterward, but was also mindful of what could have been.
"Obviously I would have loved to have third, and then if I would have had third, I would have loved to have second (laughs). I always want more as a competitor, but I'm proud. I'm leaving behind a lifetime and a career in this sport and a legacy.
"And I'm proud of every bit, every moment. So thank you. Thank you, snowboarding. Thank you to everybody watching, and I can't wait for what's next."
White's emotions were clear as he paused the interview in tears, but went on to share his plans for the future, with his own brand.
"As one door closes, another opens, and I can't wait to affect that next generation. You know, I was sponsored when I was seven years old, I was given my first board and I keep thinking maybe I could be that for the next generation and help, not to sign them, but just to, you know, guide their career, help them out and my mistakes and lessons learned through everything."
"And even Scotty [James] was like, Hey, I'm going for another, if you want to help me out, so you never know. I'd love to be a part of the sport in any way, so you'll be seeing more of me."
He also hasn't ruled out coaching.
"No, I'd love to be a part of it. You know, if somebody was deserving of it and called upon me, I I'd be honored. I love to be there for them."
The Team USA star opened with a score of 72.0 in his first run on Friday (11 February) and followed it up with an impressive second run, including a 14, and back-to-back 1260s for a score of 85.
Seeking another medal at his fifth Olympics, White knew he needed to improve on his score in this final run to have any chance of standing on the podium.
But White's final competitive snowboard event ended with a fall.
More to follow, including reaction from White.
Don't forget you can listen to our podcast with White from here in China. Check out our Live Blog Updates for all the sport from Beijing 2022.