Sunderland's record signing was one of the stars of this summer's tournament in South Africa as Ghana came within a whisker of reaching the semi-finals.
However, their chances slipped away when his late spot-kick came back off the crossbar and although he successfully converted from 12 yards in the shoot-out which followed, it was the South Americans who ultimately made it to the last four on a dramatic evening at Johannesburg's Soccer City.
But, a little more than two months on, the agony of that miss has dimmed as Gyan, a £13million-plus acquisition from French club Rennes, embarks upon the latest phase of his career.
The 24-year-old said: "Sure, I have already done that. You could see after I missed the penalty, I came back and I scored, so you could see I had just put that behind me.
"Mentally, I am very strong. I can forget things so easily. People weren't expecting me to take that penalty, but I wanted to prove to everybody that I was capable of scoring.
"Mentally, I am so strong, so I am free, I am okay now."
Gyan finally sealed his move to the Stadium of Light during the final moments of the transfer window after a chase which had lasted for much of the summer.
Turkish club Fenerbahce were at one point serious competitors in the race to land a man who had previously been linked with the likes of Manchester United, Arsenal and AC Milan.
However, Sunderland's spending power as owner Ellis Short loosened the purse strings once again in the wake of Fraizer Campbell's serious knee injury, coupled with manager Steve Bruce's dogged pursuit, finally won the day.
Gyan said: "There were more clubs interested in me, but the deal didn't go through due to the transfer fee. They were not able to afford it.
"But finally, Sunderland were able to afford it because they really wanted to buy me, and I agreed because the manager has followed me for a couple of years now and he thinks I am the right one for him.
"I decided if the coach has confidence in you, why not? You have to have self-belief, and that is why I am here, to make everybody happy.
"I am a new signing and the record signing, so people will be expecting much. Sure, it's a big deal, but I am a player. I did my job and the manager decided to sign me.
"It's like a challenge to me. People will be expecting much from me, so I have to just work hard and show I am worth it."
Gyan could make his debut at Wigan on Saturday, but while he is relishing the chance to lock horns with the likes of Chelsea and Arsenal, as well as neighbours Newcastle after watching the Tyne-Wear derby on television, he will anticipate one fixture with particular relish.
He said: "I have been a Manchester United fan since I was a teenager. I have been supporting Manchester United all my life.
"But I am now at Sunderland and I am here to do my best here."
A bemused Gyan, who will wear the number 33 shirt - he has three, his lucky number, shaved into his head - was regaled with an impromptu rap by a radio journalist after being asked about his love of music as he was unveiled to the media this morning.
However, while music is an important part of the striker's life, he insists football comes first.
He said: "I was a rapper at school. All my friends are musicians and that's why I like that.
"But that is after football. Now I am here to do my best for Sunderland."