The Canadians fell in a pair of singles matches on Sunday as Belgium completed a 5-0 sweep.
"Obviously this isn't the performance we wanted," said Canada's captain Martin Laurendeau. "We were hoping to come away with a better result but it didn't turn out that way. All we can do now is look ahead to next year and hope for a good draw so we can come back and try and do it again."
Kimmer Coppejans defeated Frank Dancevic, of Niagara Falls, Ont., 2-6, 6-2, 6-3 in the first best-of-three set match of the day. Vancouver's Filip Peliwo later lost to Steve Darcis 6-4, 6-3.
Belgium clinched the tie on Saturday after a win in doubles action against Daniel Nestor and Adil Shamasdin.
Canada will play in the 2016 World Group for the fifth consecutive year. Its first round opponent will be determined in September after the official draw.