The 25-year-old skipped the recent European championships in Apeldoorn to focus on the worlds but shook her head after failing to clear 4.75m with all three attempts.
"I think disappointed is the word that comes to mind," she told Flashscore. "I don’t think that was kind of a fair show of my ability right now. But every competition is a learning curve.
"I would have loved to defend my title, but there’s another one next year so we can go again."
Caudery won a wildcard entry to the championships after topping the World Athletics Indoor Tour Gold standards with victory in Madrid last month, and with a season's best 4.85m was among the favourites to medal in China.
However her jumps were interrupted by intermittent and lengthy delays as officials fixed the machinery that lifts the bar inside the Nanjing Cube.
American Gabriela Leon, Italy's Elisa Molinaro and Czech's Amalie Svabikova all then failed to clear 4.70m once it was reset.

"It was a really difficult competition with a lot of technical issues," she added.
"The uprights kept breaking, over and over again. We waited about 20 minutes, and we thought we were going, and then another 20, and then two girls got to jump, and then they broke again, and I was up next. It's just really hard to find your flow in jumping after that.
"I did clear the bar, which I was really happy with. I've never celebrated 4.70m so much, but I think it just really threw off my rhythm.
"If there is an hour wait in the middle of the competition when it's getting to those medal bars - the really important bars – it shouldn't be happening at a competition like this."
France's Marie-Julie Bonnin equalled the French national record with a vault of 4.75m to win gold with Slovenia's Tina Sutej and Angelica Moser of Switzerland completing the podium on 4.70m respectively.
Caudery slid out of medal contention on countback after clearing the same height but with her second attempt.
Elsewhere Great Britain's Amy Hunt qualified for the 60m semi-finals later on Saturday, clocking 7.26 seconds to finish behind Antigua and Barbuda’s national champion Joella Lloyd in the last heat.
"I’m happy that we’re through but I’m not super happy with the race," Hunt said. "That’s the benefit of having such a long break between the heat and the semi. I can go back, completely reset and forget about whatever a mess that was and come back and show what we can truly do in the semi.
"The heat is always just a case of survive and advance and for me it's sometimes where we see a lot of mistakes come out in the heat but it's kind of good to get them out of the way, get the nerves out of the way, it’s the most nerve-wracking round."